PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
EKNM 410	PANEL DATA ECONOMETRICS	3 + 0	8th Semester	5

COURSE DESCRIPTION

Course Level	Bachelor's Degree
Course Type	Elective
Course Objective	The aim of this course is to introduce panel data techniques to students
Course Content	Panel data, the advantages of using panel data, One way error component model, fixed effects model, random effects model, Least Squares Dummy Variable methods, Within estimator, GLS estimator, Two Way error component model, Test for fixed effects, test for random effects, Hausman test, Applications
Prerequisites	EKNM 401 TIME SERIES ANAYSIS - I
Corequisite	EKNM 302 ECONOMETRICS - II EKNM 402 TIME SERIES ANAYSIS - II
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

1	Pooling data
2	Analyzing panel data
3	Estimating panel data model
4	Testing panel data model
5	Making application with panel data

COURSE'S CONTRIBUTION TO PROGRAM

	PO 01	PO 02	PO 03	PO 04	PO 05	PO 06	PO 07	PO 08	PO 09	PO 10	PO 11	PO 12
LO 001	5	4	2	5	4	5	4	3	5	5	5	5
LO 002	5	4	2	5	5	5	4	3	5	5	5	4
LO 003	5	4	2	5	5	5	4	3	5	5	5	5
LO 004	5	4	2	5	5	5	4	3	5	5	5	5
LO 005	5	4	2	5	5	5	4	3	5	5	5	5
Sub Total	25	20	10	25	24	25	20	15	25	25	25	24
Contribution	5	4	2	5	5	5	4	3	5	5	5	5

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION

Activities	Quantity	Duration (Hour)	Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)	14	3	42
Hours for off-the-classroom study (Pre-study, practice)	14	3	42
Mid-terms	1	23	23
Final examination	1	23	23
Total Work Load ECTS Credit of the Course			130 5

COURSE DETAILS

Select Year

Course Details

Course Code	Course Title	L+P Hour	Course Code	Language Of Instruction	Course Semester
EKNM 410	PANEL DATA ECONOMETRICS	3 + 0	1	Turkish	2022-2023 Spring

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Assoc. Prof. Dr. SİNEM GÜLER KANGALLI UYAR	skangalli@pau.edu.tr		İİBF C0217	%80

Goals		The aim of this course is to introduce panel data techniques to students
Content		Panel data, the advantages of using panel data, One way error component model, fixed effects model, random effects model, Least Squares Dummy Variable methods, Within estimator, GLS estimator, Two Way error component model, Test for fixed effects, test for random effects, Hausman test, Applications

Topics

Weeks	Topics
1	Panel data: basic concepts
2	Why panel data analysis
3	Pooled Ordinary Least Squares
4	Fixed Effects Least-squares Dummy Variable Model
5	Fixed Effetcs within-group Estimator
6	Random Effects Model
7	Midterm Examination
8	Testing fixed effects
9	Testing random effects
10	Hausman test
11	Heteroscedasticity
12	Serial correlation
13	Seemingly Unrelated Regression Models-I
14	Seemingly Unrelated Regression Models-II

Materials

Materials are not specified.

Resources

Resources	Resources Language
Econometric Analysis of Panel Data, Badi H. Baltagi, 4.ed, 2005	English

Course Assessment

Assesment Methods	Percentage (%)	Assesment Methods Title
Final Exam	60	Final Exam
Midterm Exam	40	Midterm Exam

L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes

Prospective Student