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COURSE INFORMATION
Course CodeCourse TitleL+P HourSemesterECTS
EKO 606ECONOMETRIC ANALYSIS II3 + 03rd Semester10

COURSE DESCRIPTION
Course Level Doctorate Degree
Course Type Elective
Course Objective to analyzes the historical economic data
Course Content Non-Spherical Disturbances,Heteroscedasticity Problem,Autocorrelated Disturbances,Regression with Panel Data,Regression Equations Systems,Regression with Lagged Variables,Time Series Models,Simultaneous Equation Models,Regression with Discrite Dependent Value,Models with Limited Dependent Variables and Duration Models.
Prerequisites No the prerequisite of lesson.
Corequisite No the corequisite of lesson.
Mode of Delivery Face to Face

COURSE LEARNING OUTCOMES
1to explain time series
2It defines economic data most of which are time series
3It controls whether economic series are stationary or not
4It covers tests and comments of time series models

COURSE'S CONTRIBUTION TO PROGRAM
PO 01PO 02PO 03PO 04PO 05PO 06PO 07PO 08PO 09PO 10PO 11PO 12
LO 001545454545454
LO 002454445554545
LO 003454444555454
LO 004455545454545
Sub Total171918171718191918181818
Contribution455445555555

ECTS ALLOCATED BASED ON STUDENT WORKLOAD BY THE COURSE DESCRIPTION
ActivitiesQuantityDuration (Hour)Total Work Load (Hour)
Course Duration (14 weeks/theoric+practical)14342
Hours for off-the-classroom study (Pre-study, practice)14684
Assignments51365
Mid-terms13030
Final examination13939
Total Work Load

ECTS Credit of the Course






260

10
COURSE DETAILS
 Select Year   


 Course TermNoInstructors
Details 2019-2020 Spring1MUSTAFA SERDAR İSPİR
Details 2018-2019 Spring1MUSTAFA SERDAR İSPİR
Details 2017-2018 Spring1MEHMET İVRENDİ
Details 2013-2014 Spring1MEHMET İVRENDİ
Details 2011-2012 Spring1BÜLENT GÜLOĞLU
Details 2010-2011 Spring1BÜLENT GÜLOĞLU
Details 2009-2010 Spring1BÜLENT GÜLOĞLU


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Course Details
Course Code Course Title L+P Hour Course Code Language Of Instruction Course Semester
EKO 606 ECONOMETRIC ANALYSIS II 3 + 0 1 Turkish 2019-2020 Spring
Course Coordinator  E-Mail  Phone Number  Course Location Attendance
Prof. Dr. MUSTAFA SERDAR İSPİR sispir@pau.edu.tr İİBF A0206 %
Goals to analyzes the historical economic data
Content Non-Spherical Disturbances,Heteroscedasticity Problem,Autocorrelated Disturbances,Regression with Panel Data,Regression Equations Systems,Regression with Lagged Variables,Time Series Models,Simultaneous Equation Models,Regression with Discrite Dependent Value,Models with Limited Dependent Variables and Duration Models.
Topics
WeeksTopics
1 Functional Form and Structural Change Ch.6
2 Functional Form and Structural Change Ch.6
3 Nonlinear, Semiparametric, and Nonparametric Ch.7 Regression Models
4 Nonlinear, Semiparametric, and Nonparametric Regression Models Ch.7
5 Endogeneity and Instrumental Variable Estimation Ch.8
6 Endogeneity and Instrumental Variable Estimation Ch.8
7 Mid- term
8 The Generalized Regression Model and Heteroscedasticity Ch.9
9 The Generalized Regression Model and Heteroscedasticity Ch.9
10 Systems of Equations Ch.10
11 Systems of Equations Ch.10
12 Serial Correlation Ch.20
13 Nonstationary Data Ch.21
14 Nonstationary Data Ch.21
Materials
Materials are not specified.
Resources
ResourcesResources Language
William H. Greene(2008) Econometric Analysis, sixth edition, Pearson Prentice Hall English
Course Assessment
Assesment MethodsPercentage (%)Assesment Methods Title
Final Exam50Final Exam
Midterm Exam50Midterm Exam
L+P: Lecture and Practice
PQ: Program Learning Outcomes
LO: Course Learning Outcomes