1. FIRST CYCLE - BACHELOR'S DEGREE
  2. FACULTY OF ECONOMICS & ADMINISTRATIVE SCIENCES
  3. ECONOMETRICS DEPARTMENT
  4. 211 ECONOMETRICS
Course Information Course Learning Outcomes Course's Contribution To Program ECTS Workload Course Details
Print

COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKNM 301ECONOMETRICS - I3 + 05th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Compulsory
Course Objective The aim of the course is to measure quantitatively the relations between economic variables , to estimate parameters of the underlying model, to test hypotheses and to make forecast.
Course Content Simple regression model and OLS Estimate, Assumptions of Classical Linear Regression model, Interval estimate and hypothesis testing, Alternative Functional forms of regression models, Multivariate regression model and inference, Maximum likelihood method, structural stability tests , matrix approach to regression model
Prerequisites EKNM 208 REGRESSION ANALYSIS
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1specification of an adequate regression model and making parameter estimate
2Making statistical inference
3Choosing the best model
4Diagnostic checking of the model
5Using the econometrics software
6Making prediction and forecast
7Using the model for control and policy purposes
8Evaluating the data

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 001555555555555
LO 002555555555555
LO 003555555555555
LO 004555555555555
LO 005555555555555
LO 006555555555555
LO 007444444455555
LO 008555555555555
Sub Total393939393939394040404040
Contribution555555555555

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14456
Hours for off-the-classroom study (Pre-study, practice)14228
Assignments11515
Mid-terms11515
Final examination11616
Total Work Load

ECTS Credit of the Course





130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2023-2024 Fall1AYGÜL ANAVATAN


Print

Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
EKNM 301 ECONOMETRICS - I 3 + 0 1 Turkish 2023-2024 Fall
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Assoc. Prof. Dr. AYGÜL ANAVATAN aanavatan@pau.edu.tr İİBF C0206 %70
Goals The aim of the course is to measure quantitatively the relations between economic variables , to estimate parameters of the underlying model, to test hypotheses and to make forecast.
Content Simple regression model and OLS Estimate, Assumptions of Classical Linear Regression model, Interval estimate and hypothesis testing, Alternative Functional forms of regression models, Multivariate regression model and inference, Maximum likelihood method, structural stability tests , matrix approach to regression model
Topics
WeeksTopics
1 Introduction to Econometrics
2 Simple Regression Modeli
3 OLS estimator and assumptions
4 Properties of OLS estimator: Gauss-Markow Theorem
5 Maximum Likelihood Method
6 Hypothesis testing
7 Alternative functional forms of regression models
8 Midterm exam
9 Introduction to Multiple Regression Models
10 Estimation of Mutliple Regression Model
11 Statistical inference
12 Structural Stability Tests
13 Matrix approach to regression model-I
14 assignment
Materials
Materials are not specified.
Resources
ResourcesResources Language
Gujarati, D. ve Porter, D. "Temel Ekonometri",5.baskı,İngilizde'den ÇeviriTürkçe
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam60Final Exam
Midterm Exam40Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes