GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
ECONOMETRIC MODELS/1080066
Course Title: ECONOMETRIC MODELS
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Elective
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  Tests of Stationary, Unit-root tests (ADF, DF, PP, ERS).
6. Week  Spurious Regression and Cointegration.
7. Week  Spurious Regression and Cointegration.
8. Week  Spurious Regression and Cointegration.
9. Week   Dynamic Econometrics Models and Causality in Econometrics.
10. Week   Dynamic Econometrics Models and Causality in Econometrics.
11. Week   VAR Models.
12. Week   VAR Models.
13. Week   Hendry Models.
14. Week   Hendry Models.
15. Week  Structural Change (Perron (1989, 1997); Zivot & Andrews (1992); Banerjee, Lumsdane, Stock (1992)).
16. Week  Structural Change (Perron (1989, 1997); Zivot & Andrews (1992); Banerjee, Lumsdane, Stock (1992)).
 -- 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)
  NON
 -- 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
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.