Lesson plan / ECONOMETRICS-II

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 Face-to-face
Does the course require compulsory or optional work experience? Z
Course Coordinator
Instructor (s) Prof. Dr. ERGİNBAY UĞURLU
Course Assistant

Purpose and Content

The aim of the course The purpose of this course is to teach advanced econometrics.
Course Content To examine both theoretical and applied deviations from least squares assumptions, develope panel data systems on integrated time series and cross section data, To solve nonlinear function types can be transformed linear functions by using appropriate methods.Simultaneous equations.

Weekly Course Subjects

1OLS Method General Review
2Heteroskedasticity I: Definition and Reasons
3Heteroskedasticity II: Test
4Heteroskedasticity II: Correction
5Multicollinearity I: Definition, Reasons
6Multicollinearity II: Tests
7Model Specification Errors I: Definition, Reasons
8Model Specification Errors II: Tests
9Structural Break: Definiton, Reasons, Tests
10General Review
11Application I: Computer Application
12Application II: Computer Application
13Presentations I: Students' Application Homeworks
14Presentations II: Students' Application Homeworks

Resources

1. GUJARATI, Damodar; Temel Ekonometri – 6. Baskı, Çeviri: Gülay Günlük Şenesen, Ümit Şenesen, İstanbul, 20009
2. GÜRİŞ, Selahattin, ÇAĞLAYAN, Ebru;Ekonometri - Temel Kavramlar. Der, Yayınları
3. WOOLDRIDGE, Jeffrey M.Ekonometriye Giriş 2 - Modern Yaklaşım, Çevirmen: Ebru Çağlayan, Nobel Akademik Yayıncılık,2013
4. James H. Stock, Mark W. Watson,Ekonometriye Giriş, Çevirmen: Bedriye Saraçoğlu, Efil Yayınevi