Print

COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
SER 132APPLIED ECONOMETRICS4 + 06th Semester5

COURSE DESCRIPTION
Course Level Bachelor's Degree
Course Type Compulsory
Course Objective To be able to develop and comment on multivariate linear connection, autocorrelation, regression models, correlation tests and other tests
Course Content Main objective of the course, is to gain ability of establish linear or nonlinear regression model on any finance or macroeconomic subject and also to evaluate the figures of the estimation model. Students will gain the ability of using econometric techniques to establish their research questions, pose relevant hypotheses, and make use of the most appropriate tests to carry out a scientific study by applications on E-views. No autocorrelation, homoscedasticity and the normality assumptions between the disturbances among the topics to be explained. Also multicollinearity functional forms of regression models, model selection criteria, dynamic econometric models and dummy variable regressions among the topics will take place
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1Reports the results as a group they are preparing the results of econometric models in the banking sector will likely
2Synthesises the results as a group they are prepared for possible consequences of the banking sector econometric model
3Creates the specified groups of topics relating to banking sector data and the regression model predicts E-views program and thus shall cooperate with a group of friends

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10
LO 001 34 4 4   
LO 002 34 4 4   
LO 003  4 4 4   
Sub Total 612 12 12   
Contribution0240404000

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)14456
Mid-terms188
Final examination11010
Total Work Load

ECTS Credit of the Course






130

5
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2023-2024 Spring1TAHSİN AVCI
Details 2022-2023 Spring1ERTÜRK ALPTEKİN
Details 2021-2022 Spring1EDA YALÇIN KAYACAN
Details 2020-2021 Spring1EDA YALÇIN KAYACAN
Details 2019-2020 Spring2TAHSİN AVCI
Details 2018-2019 Spring2TAHSİN AVCI
Details 2017-2018 Spring2DÜNDAR KÖK
Details 2016-2017 Spring2DÜNDAR KÖK


Print

Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
SER 132 APPLIED ECONOMETRICS 4 + 0 1 Turkish 2023-2024 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Lecturer TAHSİN AVCI tavci@pau.edu.tr Course location is not specified. %80
Goals To be able to develop and comment on multivariate linear connection, autocorrelation, regression models, correlation tests and other tests
Content Main objective of the course, is to gain ability of establish linear or nonlinear regression model on any finance or macroeconomic subject and also to evaluate the figures of the estimation model. Students will gain the ability of using econometric techniques to establish their research questions, pose relevant hypotheses, and make use of the most appropriate tests to carry out a scientific study by applications on E-views. No autocorrelation, homoscedasticity and the normality assumptions between the disturbances among the topics to be explained. Also multicollinearity functional forms of regression models, model selection criteria, dynamic econometric models and dummy variable regressions among the topics will take place
Topics
WeeksTopics
1 General information about financial markets: recognition of investment environment ...
2 Fundamental Factors in the Value of Financial Assets: Theory of Interest, Time Value of Money
3 Valuation of Financial Assets: Stocks and Bond Valuation
4 Portfolio Theory: Risk and Return
5 Asset Pricing Models: Capital Assets Pricing Model (CAPM)
6 Asset Pricing Models: Arbitrage Pricing Model (APM)
7 Assumptions of the Classical Linear Regression Model: Test Strategies for Assumptions
8 Time Series Analysis for Single Variable: AR, MA, ARMA Processes
9 Stationary in Time Series
10 Forecasting Procedure in Time Series and Efficiency Forms in Financial Markets: Efficient Market Hypothesis (Random Walk)
11 Autoregressive Conditional Variance Models: Single Variable ARCH-GARCH Models
12 Autoregressive Conditional Variance Models: Multivariable Variable ARCH-GARCH Models
13 Examples on BIST and World Stock Indexes
14 Examples on BIST and World Stock Indexes
Materials
Materials are not specified.
Resources
ResourcesResources Language
1.Intraductory Econometrics for Finance, Chris Brooks, Cambridge Unv. Press, 3rd. Ed. Türkçe
2. Koray KAYALIDERE, Volatilite Tahmin Modelleri ve Performanslarının Ölçümü, Gazi Kitabevi, AnkaraTürkçe
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