GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
ADVANCED ECONOMETRIC METHODS I/1080002
Course Title: ADVANCED ECONOMETRIC METHODS I
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
   Turkish
 -- NAME OF LECTURER(S)
  Assoc. Prof. Seher Nur Sulku
 -- WEB SITE(S) OF LECTURER(S)
  websitem.gazi.edu.tr/site/nursulku
 -- EMAIL(S) OF LECTURER(S)
  nursulku@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Learn the basic and advance methods of econometric estimation and forecasting
Judge Accuracy of Empirical Studies with Respect to Statistics and Economics
Improve Skills of Using Econometrics Computer Programs






 -- 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
  Econometrics I and Econometrics II
 --COURSE CONTENT
1. Week  Multivariate Regression Model: Assumptions and Applications Areas
2. Week  Multiple Linear Regression Model Advanced Analysis
3. Week  Restricted OLS, Relationship Between Simple And Multiple Regression Model Coefficients
4. Week  Normal Distribution Theory Model Specification and Mathematical Form and Econometric Tests
5. Week  Asymptotic Results To Be Revised
6. Week  E-Views Applications and Presentations
7. Week  E-Views Applications and Presentations
8. Week  Midterm
9. Week  Univariate Times Series Modelling: ARMA Processes and Models
10. Week  Unit Root Tests
11. Week  Forecasting
12. Week  E-Views Applications and Presentations
13. Week  Multivariate Models: VAR
14. Week  E-Views Applications and Presentations
15. Week  Simultaneous Equations Model
16. Week  Final
 -- RECOMMENDED OR REQUIRED READING
  Sülkü, Seher Nur (2016), Ekonometrik Teori, Gazi Kitabevi Chris Brooks (2008)Introductory Econometrics for Finance, 2nd Ed, Camnridge University Press. Ekonometriye Giriş, Çeviren: Bedriye Saraçoğlu, Efil Yayınevi, Ankara.Johnston and Dinardo (1997), Econometrics Methods Davidson and MacKinnon (2003), Econometric Theory and Methods D. Gujarati Temel Ekonometri, Literatür Yayıncılık, İstanbul 2001. - Koutsayiannis A. Ekonometri Kuramı, Verso Yayıncılık 1987 - Wooldridge Jeffrey, Introductory Econometrics: A Modern Approach, 4.Edition, 2009. - Studenmund, A. H. Using Econometrics: A Practical Guide, Addison Wesley, Boston 2001. - Griffits, William E. R. Carter Hill; G.G. Judge, Learning and Practicing Econometrics, John Wiley, 1993.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
   Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  No
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
0
0
 Exercises
0
0
 Projects
1
60
 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
14
3
42
 Practising Hours of Course Per Week
14
0
 Reading
14
6
84
 Searching in Internet and Library
14
3
42
 Designing and Applying Materials
14
1
14
 Preparing Reports
1
1
1
 Preparing Presentation
2
2
4
 Presentation
1
1
1
 Mid-Term and Studying for Mid-Term
1
1
1
 Final and Studying for Final
1
1
1
 Other
0
 TOTAL WORKLOAD: 
190
 TOTAL WORKLOAD / 25: 
7.6
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspect of econometrics.X
2Having appropriate behavior of econometricsin 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
3Having skills about selecting, using and evaluating of appropriate econometrics and statistical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems faced by.X
4Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
5Having knowledge of research methods in the field of institutions and organizations planning projects, managing in order to conduct independent research.X
6Using some of the advanced level econometrics and statistical software programs.X
7Having skills about information system related to the fields in working life.X
8Having qualities for analytical thinking, prospecting and bring scientific solutions to problems as a researcher.X
9Having skills to comprehension, application and evaluation about terms and basic theory of operational research.
10Having the professional expertise and skills on theoretical and practical aspects of operational research.