COURSE UNIT TITLE

Offered By

Econometrics

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR IPEK DEVECI KOCAKOÇ

Offered to

Econometrics

Course Objective

To gain knowledge of econometric on the top level about the theory of time series analysis and tecniques and to provide acquisition of practical experience on the provision of economic time series.

Learning Outcomes of the Course Unit

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Recomended or Required Reading

1- Hamilton, J., Time Series Analysis, 1994.
2- Enders, W., Applied Econometric Time Series, John Wiley, 2004.
3- Franses, P.H., Time Series Models for Business and Economic Forecasting, Camb. Uni. Press, 1998.
4- Patterson, K., Introduction to Econometrics, A Time series Approach, 2001
5- Chatfield, C., The Analysis of Time Series, An Introduction, 5th ed., 1995.
6- Reinsel, G.C., Elements of Multivariate Time Series Analysis, 2003.
7- Lutkepohl, H., Introduction to Multiple Time Series Analysis, 1993.

Planned Learning Activities and Teaching Methods

Lecture Method, Question-Answer Method, Method Discussion and Problem Solving Method.

Assessment Methods

Further Notes About Assessment Methods

None

Assessment Criteria

To be announced.

Language of Instruction

Turkish

Course Policies and Rules

To be announced.

Contact Details for the Lecturer(s)

To be announced.

Office Hours

To be announced.

Work Placement(s)

None

Workload Calculation

Contribution of Learning Outcomes to Programme Outcomes