Information Package
baskent.edu.tr

Program of Banking and Finance

TBF405

ECONOMETRICS

Course Code
TBF405
Semester
-
Theory+Practice
3 + 0
ECTS
5
Course TypeElective Course
Course LevelBachelor's Degree
Year of Study-
Semester-
ECTS5
Name of Lecturer(s) -
Learning Outcomes

At the end of this course, the students;

  1. Explain basic econometric concepts.
  2. Interpret different econometric models and their estimated parameters.
  3. Solve economic questions using simple and multiple regression models.
  4. Explain the econometric theory underlying simple and multiple regression models.
  5. Test hypotheses regarding the parameters of econometric models.
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme ComponentsNone
Course DescriptionThis course provides an introduction to econometric theory. The course discusses topics like estimation issues, hypothesis testing, confidence intervals, and functional forms.
Course Contents
WEEK TOPICS
1st Week Nature of regression analysis and bivariate regression analysis: some basic information
2nd Week Bivariate regression model: estimation issues
3rd Week Bivariate regression model: estimation issues
4th Week Normality assumption
5th Week Bivariate regression: interval estimation and hypothesis testing
6th Week Bivariate regression: extensions of the bivariate regression model
7th Week Extensions of the bivariate regression model
8th Week Midterm exam
9th Week Multiple regression analysis: estimation issues
10th Week Multiple regression analysis: inference issues
11th Week Multiple regression analysis: inference issues
12th Week Other testing types
13th Week Dummy variable regression model
14th Week Dummy variable regression model
Recommended or Required ReadingGujarati, D. N., & Porter, D. C. (2020). Temel ekonometri (Ü. Şenesen & G. Günlük Şenesen, Trans.). Literatür Yayıncılık. (Translation of the 5th edition).

Wooldridge, J. M. (2019). Ekonometriye giriş: Modern yaklaşım (E. Ç. Akay, Ed.). Nobel Akademik Yayıncılık. (Translation of the 4th edition).

Adkins, L. C., & Hill, R. C. (2018). Using Stata for principles of econometrics (5th ed.). John Wiley & Sons, Inc.

Hill, R. C., Griffiths, W. E., & Lim, G. C. (2018). Principles of econometrics (5th ed.). John Wiley & Sons, Inc.
Planned Learning Activities and Teaching Methods
  • Lecture
  • Discussion
  • Problem Solving
Assessment Methods and Criteria
Quantity Percentage (%)
Mid-term 1 40
Total(%) 40
Contribution of In-term Studies to Overall Grade(%) 40
Contribution of Final Examination to Overall Grade(%) 60
Total(%) 100
ECTS Allocated Based on Student Workload
Activities Quantity Duration (Hour) Total Workload (Hour)
Midterm exam 1 1 1
Preparation for Quiz
Individual or group work 14 3 42
Preparation for Final exam 1 40 40
Course hours 13 3 39
Preparation for Midterm exam 1 20 20
Laboratory (including preparation)
Final exam 1 1 1
Homework
Total Work Load143
Total Work Load / 30 (h)4.76
ECTS Credit of the Course5
Language of InstructionTurkish
Work Placement(s)No

Programme Qualifications / Learning Outcomes

LO1 LO2 LO3 LO4 LO5
K1
K2 X X X X X
K3
K4
K5
K6
K7 X X X
K8
K9
K10