| Course Type | Elective Course |
|---|
| Course Level | Master's Degree Without Thesis |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 10 |
|---|
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- learn autocorrelation problem, stochastic processes, tests of stationarity, unit root tests, transforming nonstationary time series, cointegration, regression model with lagged explanatory variables, and panel data models (fixed effects model and random effects model).
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | None |
|---|
| Course Description | The advanced econometrics course covers techniques that can be used in situations where basic regression analysis cannot be applied due to variations in data types. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Autocorrelation |
|
2nd Week |
Autocorrelation |
|
3rd Week |
Dynamic Econometric Models |
|
4th Week |
Dynamic Econometric Models |
|
5th Week |
Time Series Econometrics: Some Basic Concepts |
|
6th Week |
Time Series Econometrics: Some Basic Concepts |
|
7th Week |
Cointegration and Error Correction Models |
|
8th Week |
Mid-Term |
|
9th Week |
Cointegration and Error Correction Models |
|
10th Week |
Time Series Econometrics: Forecasting |
|
11th Week |
Time Series Econometrics: Forecasting |
|
12th Week |
Vector Autoregression |
|
13th Week |
Panel Data Econometric Models |
|
14th Week |
Panel Data Econometric Models |
|
| Recommended or Required Reading | Gujarati, D., Porter, D. (2008) Basic Econometrics. 5/E McGraw-Hill.
Enders, W. (2003) Applied Econometric Time Series, 2/E Wiley. |
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Discussion
- Problem Solving
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
40 |
| Quiz |
1 |
10 |
| Total(%) |
|
50 |
| Contribution of In-term Studies to Overall Grade(%) |
|
50 |
| Contribution of Final Examination to Overall Grade(%) |
|
50 |
| Total(%) |
|
100 |
|
| ECTS Allocated Based on Student Workload |
| Activities |
Quantity |
Duration (Hour) |
Total Workload (Hour) |
| Midterm exam |
1 |
2 |
2 |
| Preparation for Quiz |
1 |
55 |
55 |
| Individual or group work |
14 |
5 |
70 |
| Preparation for Final exam |
1 |
70 |
70 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
60 |
60 |
| Laboratory (including preparation) |
|
|
|
| Final exam |
1 |
2 |
2 |
| Homework |
|
|
|
| Total Work Load | 301 |
| Total Work Load / 30 (h) | 10.03 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | English |
|---|
| Work Placement(s) | No |
|---|
