GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
ADVANCED ECONOMETRIC METHODS II/2080004
Course Title: ADVANCED ECONOMETRIC METHODS II
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Prof.Dr. Nükhet Doğan
 -- WEB SITE(S) OF LECTURER(S)
  http://websitem.gazi.edu.tr/site/nukhed
 -- EMAIL(S) OF LECTURER(S)
  nukhed@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Learn the advance methods of econometric estimation and forecasting
Be able to Interpret Actual Empirical Studies' Outcomes and Methods







 -- 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  Nonlinear Regression Functions and Interaction Between Independent Variables
2. Week  Internal and External Validty of Multiple Regression Models
3. Week  Regression with Panel Data: Fixed Effect Regression
4. Week  Regression with Panel Data: Random Effect Regression
5. Week  Regression with a Binary Dependent Variable: Tobit Model, Trimmed Regression
6. Week  Regression with a Binary Dependent Variable: Extensionf of Probit and Logit Models
7. Week  Instrumentsl Variables Regression
8. Week  Midterm Exam
9. Week  Introduction the Simultaneous Equation Models
10. Week  Simultaneous Equation Models: Estimation Methods
11. Week  Test İstatistics used in Simultaneous Equation Models
12. Week  Simulation Techniques
13. Week  Concept of Stationary and Unit Root
14. Week  Time Series Regression
15. Week  Forecasting Methods for Time Series
16. Week  Final
 -- RECOMMENDED OR REQUIRED READING
  - J.H. Stock, M.W. Watson (2011) Ekonometriye Giriş. Çev. B. Saraçoğlu. - 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.