Dersin Ayrıntıları
YarıyılKoduAdıT+U+LKrediAKTSSon Güncelleme Tarihi
6ECON 302Econometrics II3+2+04513.02.2024
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 It provides students with an understanding of the empirical techniques commonly used in economic research; the ability to use these empirical techniques; the ability to critically evaluate and interpret empirical work in economics; expertise in the use of an appropriate software package.
Dersin İçeriği Econometrics is a branch of economics. It applies mathematical and statistical methods to explore and quantify the relationships between economic, financial and social variables where these relationships are either hypothesized by models or based on observed phenomena. This course covers different estimation methodologies used in Econometrics and detailed discussion on Time Series Analysis. Time series models ranging from univariate models, single equation multivariate models and multiple equation models are discussed in detail.
Dersin Yöntem ve Teknikleri
Ön Koşulları ( ECON 301 )
Dersin Koordinatörü Yok
Dersi Verenler Dr.Öğretim Üyesi Asad Ul Islam KHAN
Dersin Yardımcıları Yok
Dersin Staj Durumu Yok

Ders Kaynakları
Kaynaklar • [TSA]: Time Series Analysis with Applications in R, Springer (in IHU library) • [CN]: Class Notes and Handouts
• [ETM]: Econometric Theory and Methods, Oxford University Press, 2003. (in IHU library)
• [ATE]: Applied Time Series Econometrics, Cambridge University Press. (in IHU library) • [GME]: Marno Verbeek, A Guide to Modern Econometrics, 2nd Ed. John Wiley & Sons Ltd. (in IHU library) • [EM]: Johnston ve J. DiNardo, Econometric Methods, McGraw-Hill
Ders Notları [ATE]: Applied Time Series Econometrics, Cambridge University Press. (in IHU library) [GME]: Marno Verbeek, A Guide to Modern Econometrics, 2nd Ed. John Wiley & Sons Ltd. (in IHU library)
[EM]: Johnston ve J. DiNardo, Econometric Methods, McGraw-Hill
[ETM]: Econometric Theory and Methods, Oxford University Press, 2003. (in IHU library)
[TSA]: Time Series Analysis with Applications in R, Springer (in IHU library)
[CN]: Class Notes and Handouts

Ders Yapısı
Sosyal Bilimler %100

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

Değerlendirme Ölçütleri
Yarıyıl Çalışmaları Sayısı Katkı
Ara Sınav 1 % 50
Yarıyıl Sonu Sınavı 1 % 50
Toplam :
2
% 100

 
AKTS Hesaplama İçeriği
İş Yükü Sayısı Süre Toplam İş Yükü (Saat)
Ders Süresi 14 3 42
Sınıf Dışı Ç. Süresi 14 5 70
Ara Sınavlar 1 3 3
Uygulama 14 2 28
Yarıyıl Sonu Sınavı 1 3 3
Toplam İş Yükü   AKTS Kredisi : 5 146

 
Dersin Öğrenme Çıktıları: Bu dersin başarılı bir şekilde tamamlanmasıyla öğrenciler şunları yapabileceklerdir:
Sıra NoAçıklama
1 Describe and explain different estimation methodologies, used in Econometrics and their merits and demerits.
2 Describe and explain a variety of frequently used time series models theoretically and empirically by applying them to real data.
3 Have deep insights to the underlying assumptions and theories by simulation of simple time series processes.
4 Have profound expertise in using different application packages like EVIEWS, STATA to model the economic time series.
5 Carry out an independent time series analysis, starting from appropriate model selection, then estimation, validation, interpretation of the estimates and ending it with the provision of policy recommendations.

 
Ders Konuları
HaftaKonuÖn HazırlıkDökümanlar
1 Introduction to the Course, Some introductions and revisions about Statistics and Econometrics • to read the relevant chapters before the lecture hours CN
2 OLS, WLS, GLS, IVE, GIVE and GMM • to read the relevant chapters before the lecture hours ETM Ch 7, EM Ch 5, ETM, CN
3 Maximum Likelihood Estimation (MLE) • to read the relevant chapters before the lecture hours, GME Ch6, ETM Ch 6, CN
4 Binary Response Models • to read the relevant chapters before the lecture hours ETM Ch 11, EM Ch 13, CN
5 Introduction to Time Series Univariate Time Series: AR, MA and ARMA processes • to read the relevant chapters before the lecture hours ATE Ch2, EM Ch7
6 Unit root /Stationarity Time Series • to read the relevant chapters before the lecture hours ATE Ch2, EM Ch7
7 Models for Stationary Time Series • to read the relevant chapters before the lecture hours TSA Ch1,2,3,4, CN
8 Models for Non-Stationary Time Series, Model Specification and Parameter Estimation • to read the relevant chapters before the lecture hours TSA Ch5,6,7, EM Ch7, CN
9 Model Diagnostics, Forecasting & Seasonal Models • to read the relevant chapters before the lecture hours TSA Ch8,9,10, CN
10 Multivariate Single Equation Time Series Models (DL, ARDL Models) • to read the relevant chapters before the lecture hours GME Ch9, TSA Ch 11, EM Ch8, CN
11 Cointegration, Error Correction Model • to read the relevant chapters before the lecture hours GME Ch9, EM Ch8, CN
12 Vector Auto Regressive Models, Cointegration in VAR • to read the relevant chapters before the lecture hours GME Ch9, ATE Ch3, EM Ch8, CN
13 Granger Causality, Vector Error Correction Model • to read the relevant chapters before the lecture hours ATE Ch3, GME Ch 9, EM Ch8, CN
14 Models for Financial Time Series • to read the relevant chapters before the lecture hours TSA Ch12, GME Ch 8, ATE Ch5, CN

 
Ders İçin Önerilen Diğer Dersler
Veri yok
Dersin Program Çıktılarına Katkısı
P1 P2 P3 P4 P5 P6 P7 P8 P9 P10 P11 P12
Tüm 3 5 5 1 3 1
Ö1 3 5 5 2
Ö2 3 5 5 2
Ö3 2 5 5 3
Ö4 4 5 5 4
Ö5 5 5 5 5 5 5

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