| 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 quantitative measurement techniques of causality relations between economic variables, applications of LOGIT, PROBIT, TOBIT models, defining econometric models, making predictions and using econometric techniques in economic analysis.
- organize and test econometric models, interpret them, and use computer applications.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | None |
|---|
| Course Description | This course deals with advanced econometric modeling methods developed to solve econometric problems that are frequently encountered in the applications of economic analysis with real data. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Specifying Models (Macro and Micro) |
|
2nd Week |
Model Selection |
|
3rd Week |
One Equation, Simple Regression |
|
4th Week |
One Equation, Simple Regression |
|
5th Week |
One Equation, Multiple Regression |
|
6th Week |
2 SLS Method |
|
7th Week |
3 SLS Method, ML Method |
|
8th Week |
Midterm |
|
9th Week |
SUR Method |
|
10th Week |
LOGIT Method |
|
11th Week |
PROBIT Method |
|
12th Week |
TOBIT Method |
|
13th Week |
Dynamic Models |
|
14th Week |
Dynamic Models |
|
| Recommended or Required Reading | R. Ramanathan, Inroductory Econometrics with Applications, 3rd ed. New York: Dryden Press-Harcourt Brace College Publisher, 1995.
R. Pindyck and D. Rubinfield, Econometric Models and Econometric Forecasts, 3rd ed. New York: McGraw- Hill, 1991. |
|---|
| Planned Learning Activities and Teaching Methods |
|
|---|
| 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 | Turkish |
|---|
| Work Placement(s) | No |
|---|
