PAÜ .:. Eğitim Öğretim Bilgi Sistemi

COURSE INFORMATION

Course Code	Course Title	L+P Hour	Semester	ECTS
EKNM 319	ECONOMETRICS - II	3 + 0	6th Semester	5

COURSE DESCRIPTION

Course Level	Bachelor's Degree
Course Type	Compulsory
Course Objective	The main aim of the course is to acquire a deep knowledge in econometrics
Course Content	Multicollinearity, Heteroscedasticity, Autocorreelation, Econometic modeling, Dummy variables, Discrete choice model, Dynamic econometric model and autoregressive models Simultaneous equations, basics of time series econometrics
Prerequisites	No the prerequisite of lesson.
Corequisite	No the corequisite of lesson.
Mode of Delivery	Face to Face

COURSE LEARNING OUTCOMES

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	5	5	5	5	5	5	5	5	5	5	5
Sub Total	5	5	5	5	5	5	5	5	5	5	5	5
Contribution	5	5	5	5	5	5	5	5	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)	13	3	39
Hours for off-the-classroom study (Pre-study, practice)	13	3	39
Assignments	2	13	26
Mid-terms	1	13	13
Final examination	1	13	13
Total Work Load ECTS Credit of the Course			130 5

COURSE DETAILS

Select Year

	Course Term	No	Instructors
Details	2023-2024 Spring	2	MEHMET İVRENDİ

Course Details

Course Code	Course Title	L+P Hour	Course Code	Language Of Instruction	Course Semester
EKNM 319	ECONOMETRICS - II	3 + 0	2	English	2023-2024 Spring

Course Coordinator	E-Mail	Phone Number	Course Location	Attendance
Prof. Dr. MEHMET İVRENDİ	mivrendi@pau.edu.tr		İİBF B0214	%70

Goals		The main aim of the course is to acquire a deep knowledge in econometrics
Content		Multicollinearity, Heteroscedasticity, Autocorreelation, Econometic modeling, Dummy variables, Discrete choice model, Dynamic econometric model and autoregressive models Simultaneous equations, basics of time series econometrics

Topics

Weeks	Topics
1	Heteroskedastisity
2	Heteroskedastisity
3	Zaman Serileriyle Regresyon: Durağan Değişkenler
4	Zaman Serileriyle Regresyon: Durağan Değişkenler
5	Rassal Regresyonlar ve Moment Temelli Tahmin
6	Eşanlı Denklemler Modelleri
7	Ara sınav
8	Zaman Serileriyle Regresyon: Durağan Olmayan Değişkenler
9	Zaman Serileriyle Regresyon: Durağan Olmayan Değişkenler
10	Vektör Hata Düzeltme ve Vektör Ardışık Bağımlılık Modelleri
11	Zamanla Değişen Oynaklık ve ARCH Modelleri
12	Panel Veri Modelleri
13	Panel Veri Modelleri
14	Niteliksel ve Sınırlı Bağımlı Değişken Modelleri

Materials

Materials are not specified.

Resources

Resources	Resources Language
Principles of econometrics / R. Carter Hill, William E. Griffiths, Guay C. Lim.—5th ed. 2018	English
Principles of econometrics / R. Carter Hill, William E. Griffiths, Guay C. Lim.—5th ed. 2018	English

Course Assessment

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

Prospective Student