Lesson plan / ECONOMETRICS-I

Lesson Information

Course Credit 3.0
Course ECTS Credit 8.0
Teaching Language of Instruction Türkçe
Level of Course Bachelor's Degree, TYYÇ: Level 6, EQF-LLL: Level 6, QF-EHEA: First Cycle
Type of Course Compulsory
Mode of Delivery Distance Learning
Does the course require compulsory or optional work experience? Z
Course Coordinator Prof. Dr. ERGİNBAY UĞURLU
Instructor (s) Prof. Dr. ERGİNBAY UĞURLU
Course Assistant

Purpose and Content

The aim of the course The goal of this course is to teach the basic econometric modellings.
Course Content Definition and Scope of Econometrics, Econometric research Tagged Steps, Simple Linear Regression Model, Least Squares Method (LSM) and Assumptions, Linear Regression Coefficients Interpretation and Calculation of Estimated Elasticities of the regression line motion, the prediction standard error and variance of determination (R squared) and the coefficient of variation, Correlation Coefficient, and Use of Standard Errors of OLS forecasters, Hypothesis Testing, T test, Gauss-Markov Theorem.

Weekly Course Subjects

1Definition of Econometrics and Extension
2Properties of Estimator
3Ordinary Least Squares Approach.
4Interpreting Simple Regression Model
5Testing Significance of Coefficients: t Test
6Testing Significance of Mode and Determination Coefficient
7Assumptions of Classical Linear Regression Model- Matrix Notation
8Testing coefficient restrictions
9Confidence Intervals
10Extension of Simple Regression Model
11Multiple Regression Model
12Dummy Variables-
13Autocorrelation : Definition, Testing, Correction
14Heteroscedasticity : Definition, Testing, Correction

Resources

Gujarati, DAMODAR; Temel Ekonometri – 6. Edition, Basic Econometrics, Translation: Gülay Günlük Şenesen, Ümit Şenesen, İstanbul, 2009.

Jan, KMENTA; Elements of Econometrics, Macmillan Publishing, New York, 1971.

Oğuz FEYZİOĞLU, Matrisli Gösterimle Ekonometri Teorisi ve Çözüm Yöntemleri, in press.