GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION

ECONOMETRIC MODELS II/5080003

Course Title:	ECONOMETRIC MODELS II
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

None

--COURSE CONTENT
1. Week	Matrix Algebra, Matrix presentation of Classical Linear Regression Model
2. Week	Orthogonality, Independency and Uncorrelatedness: Linear Algebra vs Statistics
3. Week	Least Squares Method: Geometrical Interpretation, Projector Matrix Frisch-Waugh-Lovell Theory
4. Week	Classical Linear Regression Model: Assumptions, Normal Distribution Theory
5. Week	Restricted OLS
6. Week	Large Sample :asymptotic Theory, Mann-Wald Theory
7. Week	Classical Linear Regression Model: Large Sample Assumptions, Asymptotic results
8. Week	Mid-term
9. Week	Instrumental Variables Regression and Assumptions
10. Week	Instrumental Variables: The Two Stage Least Square Estimator
11. Week	Non-spherical Error Terms
12. Week	Maximum Likelihood (ML) Estimation
13. Week	Consistency and Asymptotic Normality: OLS and ML estimators
14. Week	Asymptotic Test Procedures: LR, LM and WALD tests
15. Week	Tests Used in Fixing Autocorrelation and Heteroscedasticity
16. Week	Final

-- RECOMMENDED OR REQUIRED READING

Sülkü, Seher Nur (2016), Ekonometrik Teori, Gazi Kitabevi 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)

-- ASSESSMENT METHODS AND CRITERIA

	Quantity	Percentage
Mid-terms	1	30
Assignment	5	15
Exercises	0	0
Projects	2	20
Practice	0	0
Quiz	0	0
Contribution of In-term Studies to Overall Grade		70
Contribution of Final Examination to Overall Grade		30

-- 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			0
Reading	14	4	56
Searching in Internet and Library	14	3	42
Designing and Applying Materials	14	3	42
Preparing Reports	1	1	1
Preparing Presentation	2	1	2
Presentation	1	2	2
Mid-Term and Studying for Mid-Term	1	1	1
Final and Studying for Final	1	1	1
Other			0
TOTAL WORKLOAD:			189
TOTAL WORKLOAD / 25:			7.56
ECTS:			7.5

-- COURSE'S CONTRIBUTION TO PROGRAM

NO	PROGRAM LEARNING OUTCOMES	1	2	3	4	5
1						X
2						X
3						X
4					X
5						X
6						X
7					X
8						X
9					X
10					X

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GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR