GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
ECONOMETRIC MODELS I/4080001
Course Title: ECONOMETRIC MODELS I
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Assoc. Prof. Funda YURDAKUL
 -- WEB SITE(S) OF LECTURER(S)
  www.gazi.edu.tr/~funday
 -- EMAIL(S) OF LECTURER(S)
  funday@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Learn to econometric models
 -- 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
  There is no recommended optional programme component for this course.
 --COURSE CONTENT
1. Week  Time Series Econometrics: Trend and Periodical Fluctuations, Stationary, Stationary and Nonstationary Proccess.
2. Week  Time Series Econometrics: Trend and Periodical Fluctuations, Stationary, Stationary and Nonstationary Proccess.
3. Week  Tests of Stationary, Unit-root tests (ADF, DF, PP, ERS).
4. Week  Tests of Stationary, Unit-root tests (ADF, DF, PP, ERS).
5. Week  Spurious Regression and Cointegration.
6. Week  Spurious Regression and Cointegration.
7. Week  Dynamic Econometrics Models and Causality in Econometrics.
8. Week  Dynamic Econometrics Models and Causality in Econometrics.
9. Week  VAR Models.
10. Week  VAR Models.
11. Week  VAR Models.
12. Week  Hendry Models.
13. Week  Hendry Models.
14. Week  Structural Change (Perron (1989, 1997); Zivot & Andrews (1992); Banerjee, Lumsdane, Stock (1992)).
15. Week  Structural Change (Perron (1989, 1997); Zivot & Andrews (1992); Banerjee, Lumsdane, Stock (1992)).
16. Week  TAR Models
 -- RECOMMENDED OR REQUIRED READING
  1. Charemza, W. ve Deadman, D. (1997), New Direction in Econometrics Practice, UK. 2. Darnell, A. C. ve Evans, J.L. (1990), The Limits of Econometrics, Printed in Great by Billing, Worcester. 3. Enders, W. (1995), Applied Econometrics Time Series, UK. 4. Greene, W. (2003), Econometric Analysis , Fifth Edition. 5. Maddala, G.S. ve Inn-Moo Kim,(2002), Unit Roots, Cointegration and Structural Changes, Cambridge University Pres, UK. 6. Stock, H. ve Watson, M.W. (2007), Introduction to Econometrics, Second Edition. 7. Wooldridge, (2006), Introductory Econometrics, A Modern Approach, Third Edition. 8.Gilbert, G.L. (1986), “Professor Hendry’s Methodology”, Oxford Bulletin of Economics and Statistics, 48. 9. Harvey, A.C. (1990), The Econometric Analysis of Time Series, Second Edition, Cambridge: MIT Press.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  For graduate students doing research dissertations in time series econometrics.
 -- WORK PLACEMENT(S)
  NO
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
30
 Assignment
5
50
 Exercises
2
10
 Projects
0
0
 Practice
0
0
 Quiz
2
10
 Contribution of In-term Studies to Overall Grade  
100
 Contribution of Final Examination to Overall Grade  
0
 -- 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
1X
2
3
4X
5X
6X
7X
8X
9X
10X