GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
ECONOMETRICS THEORY/2080053
Course Title: ECONOMETRICS THEORY
Credits 3 ECTS 7.5
Semester 2 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Assoc.Prof. Seher Nur Sülkü
 -- WEB SITE(S) OF LECTURER(S)
  http://websitem.gazi.edu.tr/site/nursulku
 -- EMAIL(S) OF LECTURER(S)
  nursulku@gazi.edu.tr, sehernursulku@alum.bu.edu
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Makes the estimation of the significance tests.
The best estimates of the regression estimator eliminates the drift-out features are examined problems.
Economics theory is developed in the framework of policy recommendations and reviews.
With Maximum likelihood method (maximuliklehood) makes the regression analysis.
 -- MODE OF DELIVERY
  Lecture with blackboard demonstrations and slideshow presentations
 -- PREREQUISITES AND CO-REQUISITES
  There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  Econometrics
 --COURSE CONTENT
1. Week  Multivariate Regression Model:Assumptions and Applications
2. Week  Multivariate Regression Model: Control of Assumptions with Econometric Tests and remedy if They are not hold
3. Week  Modeling Long Run Relationship:Cointegration Models
4. Week  Eviews applications
5. Week  Modeling Volatility and Correlation: ARCH, GARH Models
6. Week  What is Chaos? Modelling the Chaos
7. Week  Eviews applications
8. Week  Mid-term
9. Week  Maximum Likelihood Estimation (ML) Method
10. Week  Regression with Panel Data: Fixed Effects Model
11. Week  Regression with Panel Data: Random Effects Model
12. Week  Hausman Test and Panel Data Eviews applications
13. Week  Review of Binary Variables and Structural Alteration Analysis
14. Week  Regression with a Binary Dependent Variable: Probit and Logit Regression
15. Week  Regression with a Binary Dependent Variable: Estimation of Probit and Logit Models and Inference
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. Gujarati, Damodar (2009), Temel Ekonometri, Çev. Ü. Şenesen ve G. G. Şenesen, Literatür Yayıncılık, İstanbul. Stock, J. H. and M. W. Watson (2011), Ekonometriye Giriş, Çeviren: Bedriye Saraçoğlu, Efil Yayınevi, Ankara. Wooldridge, Jeffrey M. (2011), Econometric Analysis of Cross Section and Panel Data, MIT Press.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Problem solving/discussion
 -- WORK PLACEMENT(S)
  No
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
35
 Assignment
1
25
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
60
 Contribution of Final Examination to Overall Grade  
40
 -- 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
14
1
14
 Preparing Reports
12
2
24
 Preparing Presentation
12
2
24
 Presentation
1
3
3
 Mid-Term and Studying for Mid-Term
7
2
14
 Final and Studying for Final
7
2
14
 Other
0
 TOTAL WORKLOAD: 
187
 TOTAL WORKLOAD / 25: 
7.48
 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.