GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
APPLIED ECONOMETRICS I/EKON401
Course Title: APPLIED ECONOMETRICS I
Credits 3 ECTS 8
Semester 7 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
   Assoc. Prof. Funda YURDAKUL, Assoc. Prof. Nükhet DOĞAN
 -- WEB SITE(S) OF LECTURER(S)
   http://websitem.gazi.edu.tr/site/funday
 -- EMAIL(S) OF LECTURER(S)
   funday@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Students examines the issues during the econometric model making.
Studenst make analysis and interpretation of economic datas with the help of econometric models.
Students examine the internal and external validity of the regression models.
Students learn to analyze with regression models that contain limited dependent variable.
Students learn cointegration analysis of long-term equilibrium concept.
Students learn the properties of time series data and modeling.
Students learn the estimation of dynamic causal effects.
 -- MODE OF DELIVERY
  The mode of delivery of this course is face to face.
 -- PREREQUISITES AND CO-REQUISITES
  There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  Forecasting Methods
 --COURSE CONTENT
1. Week   Regression with Binary Dependent Variable: Linear Probability Model
2. Week   Regression with Binary Dependent Variable: Logit, Probit and Tobit Models with Single and Multiple Explanatory Variables
3. Week   Poison, Censored and Truncated Regressıon Models
4. Week   Model Selection Tests: Nested and Non Nested Models
5. Week   Model Selection Tests: Nested and Non Nested Models
6. Week   Distributed Lag Models: Koyck, Cagan, Nerlove, Almon
7. Week  Practice
8. Week  Midterm Exam
9. Week   Distributed Lag Models: Koyck, Cagan, Nerlove, Almon
10. Week   Stationarity Concept and its Investigation
11. Week   Cointegration Analysis
12. Week   Error Correction Model
13. Week   Vector Autoregressive Models
14. Week   Granger Causality Test
15. Week  Practice
16. Week  Final Exam
 -- RECOMMENDED OR REQUIRED READING
  James H.Stock,Mark W.Watson, Ekonometriye Giriş, Çev.Bedriye Saraçoğlu,Efil Yayıncılık,2011. Damodar N.Gujarati,Temel Ekonometri,Çev.Ümit Şenesen,Literatür Yayıncılık,2012. Jeffrey M.Wooldride,Ekonometriye Giriş,Çev.Ebru Çağlayan,Nobel Akademik Yayıncılık,2013.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  NON
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
0
0
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
40
 Contribution of Final Examination to Overall Grade  
60
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
12
3
36
 Practising Hours of Course Per Week
2
3
6
 Reading
14
2
28
 Searching in Internet and Library
12
2
24
 Designing and Applying Materials
12
2
24
 Preparing Reports
12
2
24
 Preparing Presentation
0
0
0
 Presentation
0
0
0
 Mid-Term and Studying for Mid-Term
7
4
28
 Final and Studying for Final
7
4
28
 Other
0
 TOTAL WORKLOAD: 
198
 TOTAL WORKLOAD / 25: 
7.92
 ECTS: 
8
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspects of econometrics, statistics and operational research.X
2Having qualities for professional competence in order to work in career fields such as inspector or assistant specialist or working department of research-development in public institutions and organizations, the private sector and civil society organizations.X
3Having knowledge about other disciplines such as economics, managements, public finance and law related to econometrics.
4Having appropriate behavior of econometrics in the field of social, scientific, cultural and ethical values, applicability of gained knowledge and skills in accordance with the principle of responsibility to social and working life.X
5Having skills about foreign language and information system related to the fields in academic and working life.
6Having skills about selecting, using and evaluating of appropriate statistical, econometric and mathematical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
7Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
8Having knowledge of research methods in the field of institutions and organizations planning projects, managing, and to conduct independent researches.X
9Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
10Having skills to comprehension, application and evaluation about terms and basic theory of econometrics.X
11Having skills to comprehension, application and evaluation about terms and basic theory of statistics.X
12Having skills to comprehension, application and evaluation about terms and basic theory of statistics.X
13Using some of the basic econometric and statistical software programs.X