Dersin Ayrıntıları
YarıyılKoduAdıT+U+LKrediAKTSSon Güncelleme Tarihi
5ECON 301Econometrics I3+2+04506.11.2023
Dersin Detayları
Dersin Dili İngilizce
Dersin Düzeyi Lisans
Bölümü / Programı İktisat Lisans Programı
Öğrenim Türü Örgün Öğretim
Dersin Türü Zorunlu
Dersin Öğretim Şekli Yüz Yüze
Dersin Amacı The emphasis of this course will be on understanding the tools of econometrics and applying them in practice.
Dersin İçeriği Econometrics is a set of research tools used to estimate and test economic relationships. It is a social science in which the tools of economic theory, mathematics, and statistical inference are applied to the analysis of economic phenomena. This course is an undergraduate level introduction to econometrics and the methods taught in this introductory course can also be employed in the disciplines of accounting, finance, marketing and management and in many other social science disciplines. The emphasis of this course will be on understanding the tools of econometrics and applying them in practice. You will study and apply regression analysis to various data sets in order to familiarize you with the core concepts of estimation of economic parameters, prediction of economic outcomes, and statistical inference.
Dersin Yöntem ve Teknikleri
Ön Koşulları ( STAT 102 )
Dersin Koordinatörü Yok
Dersi Verenler Dr.Öğretim Üyesi Asad ul Islam Khan
Dersin Yardımcıları Yok
Dersin Staj Durumu Yok

Ders Kaynakları
Kaynaklar EA: W. Greene, “Econometric Analysis”, 7th ed., Pearson Education Limited 2012.
BE: Gujarati, Damodar N “Basic Econometrics”. Tata McGraw-Hill Education, 2009.
IEF: Brooks, C. “Introductory Econometrics for Finance”, 3rd ed., 2014.
Introductory Econometrics: A Modern Approach, 6th edition Jeffrey M. Wooldridge
Brooks, C. Introductory Econometrics for Finance, 3rd ed., 2014.
Ders Notları IEMA: “Introductory Econometrics: A Modern Approach”, 6th edition Jeffrey M. Wooldridge
IEF: Brooks, C. “Introductory Econometrics for Finance”, 3rd ed., 2014.
EA: W. Greene, “Econometric Analysis”, 7th ed., Pearson Education Limited 2012.
BE: Gujarati, Damodar N “Basic Econometrics”. Tata McGraw-Hill Education, 2009.
Dökümanlar TBA
Ödevler TBA
Sınavlar TBA

Ders Yapısı
Matematik ve Temel Bilimler %50
Sosyal Bilimler %20
Alan Bilgisi %30

Planlanan Öğrenme Aktiviteleri ve Metodları
Etkinlikler ayrıntılı olarak "Değerlendirme" ve "İş Yükü Hesaplaması" bölümlerinde verilmiştir.

Değerlendirme Ölçütleri
Yarıyıl Çalışmaları Sayısı Katkı
Ara Sınav 1 % 30
Ödev 2 % 30
Yarıyıl Sonu Sınavı 1 % 40
Toplam :
4
% 100

 
AKTS Hesaplama İçeriği
İş Yükü Sayısı Süre Toplam İş Yükü (Saat)
Ders Süresi 14 3 42
Sınıf Dışı Ç. Süresi 14 3 42
Ödevler 2 16 32
Ara Sınavlar 1 3 3
Laboratuvar 14 2 28
Yarıyıl Sonu Sınavı 1 3 3
Toplam İş Yükü   AKTS Kredisi : 5 150

 
Dersin Öğrenme Çıktıları: Bu dersin başarılı bir şekilde tamamlanmasıyla öğrenciler şunları yapabileceklerdir:
Sıra NoAçıklama
1 Practice and exercise the basic econometric methodology
2 Use a statistical/econometric computer package to estimate an econometric model
3 Report the results of your work in a non-technical and literate manner.
4 Estimate and interpret linear regression models
5 Criticize, evaluate and assess reported regression results in applied academic papers
6 Interpret the results for someone who is not trained as an economist.

 
Ders Konuları
HaftaKonuÖn HazırlıkDökümanlar
1 Review of Statistics and Probability, The Nature of Econometrics and Economic Data to read the relevant chapters and papers before the lecture hours Appendix A, B & C Chapter 1
2 Simple Linear Regression to read the relevant chapters and papers before the lecture hours Chapter 2
3 Multiple Regression Analysis: Estimation • to read the relevant chapters and papers before the lecture hours Chapter 3
4 Multiple Regression Analysis: Inference • to read the relevant chapters and papers before the lecture hours Chapter 4
5 Multiple Regression Analysis: Properties of OLS estimators • to read the relevant chapters and papers before the lecture hours Chapter 5
6 Multiple Regression Analysis: Further Issues • to read the relevant chapters and papers before the lecture hours Chapter 6
7 Multiple Regression Analysis with Qualitative Information • to read the relevant chapters and papers before the lecture hours Chapter 7
8 More on Specification and Data Issues • to read the relevant chapters and papers before the lecture hours Chapter 9
9 Model Selection • to read the relevant chapters and papers before the lecture hours Chapter 9
10 Multicollinearity, Heteroscedasticity • to read the relevant chapters and papers before the lecture hours Chapter 8
11 Model’s Validity Testing/Residuals Diagnosis Tests • to read the relevant chapters and papers before the lecture hours Chapter 8, 9
12 Instrumental Variables Estimation and Two Stage Least Squares • to read the relevant chapters and papers before the lecture hours Chapter 15
13 Simultaneous Equations Models-I • to read the relevant chapters and papers before the lecture hours Chapter 16
14 Simultaneous Equations Models-II • to read the relevant chapters and papers before the lecture hours Chapter 16

 
Dersin Program Çıktılarına Katkısı
P1 P2 P3 P4 P5 P6 P7 P8 P9 P10 P11 P12
Tüm 2 3 4 4 5
Ö1 1 5 5 2 4
Ö2 1 3 5 2 5
Ö3 1 2 3 5 5
Ö4 1 5 5 5 3
Ö5 5 2 2 5 4
Ö6 1 2 2 5 5

  Katkı Düzeyi: 1: Çok Düşük 2: Düşük 3: Orta 4: Yüksek 5: Çok Yüksek