COURSE UNIT TITLE

: ECONOMETRIC THEORY I

Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS
EKO 5061 ECONOMETRIC THEORY I COMPULSORY 3 0 0 5

Offered By

Econometrics

Level of Course Unit

Second Cycle Programmes (Master's Degree)

Course Coordinator

PROFESSOR ŞENAY ÜÇDOĞRUK BIRECIKLI

Offered to

Econometrics

Course Objective

To give the skills of making assessments of economic data, use basic calculations and formulations by econometric analysis to interpret and develop reasoning.

Learning Outcomes of the Course Unit

1   To be able to reveal the relationship between science and econometric methods.
2   To be able to define the basic concepts of the discipline of Econometrics.
3   To be able to explain econometric concepts.
4   To be able to classify the variables according to properties.
5   To be able to establish model.
6   To be able to reveal relationships.
7   To be able to make a comment.

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description
1 Simple Regression Models
2 Regression Coefficients Features and Hypothesis Testing
3 Multiple Regression Analysis
4 Nonlinear Models and Transformations of Variables
5 Dummy Variables
6 Specification of Regression Variables
7 Heteroscedasticity
8 Mid-term
9 Autocorrelation
10 Stochastic Regressor and Measurement Errors, Finite Sample Properties of OLS Regression Coefficients
11 Tool Variables: Asymptotic properties, Monte Carlo Experiments, Durbin-Wu-Hausman Test
12 Simultaneous Equation Estimates
13 Simultaneous deviation,The Prediction with Tool Variables
14 The Application about Simultaneous Equations Predictions

Recomended or Required Reading

Introduction to Econometrics, Christopher Dougherty, Oxford University Pres, 2011.

Planned Learning Activities and Teaching Methods

Expression Method, Question-Answer Method, Discussion Method and Problem Solving Method, Applications.

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA
1 MTE MIDTERM EXAM
2 FCG FINAL COURSE GRADE
3 FCGR FINAL COURSE GRADE MTE * 0.40 + FCG* 0.60
4 RST RESIT
5 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.40 + RST* 0.60


*** Resit Exam is Not Administered in Institutions Where Resit is not Applicable.

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

Activities Number Time (hours) Total Work Load (hours)
Lectures 13 3 39
Preparations before/after weekly lectures 13 3 39
Preparation for midterm exam 1 25 25
Preparation for final exam 1 25 25
Midterm 1 3 3
Final 1 3 3
TOTAL WORKLOAD (hours) 134

Contribution of Learning Outcomes to Programme Outcomes

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