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Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS EKO 6016 ECONOMETRIC MODELS II ELECTIVE 3 0 0 7

Offered By

Econometrics

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

PROFESSOR DOCTOR ŞENAY ÜÇDOĞRUK BIRECIKLI

Offered to

Econometrics

Course Objective

The main objective of the course is to teach how to study econometric workout by using techniques which were learnt in class

Learning Outcomes of the Course Unit

1   To be able to explain dynamic and static linear model in panel data models 2   To be able to research features of time series in Panel data models 3   To be able to examine and define features of cointegration in Panel data models 4   To be able to explain Panel data models with discrete dependent variable and estimate this kind of models 5   To be able to discuss missing observation in Panel data and find solution to this problem

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description 1 Static linear model in Panel data models 2 Static linear model in Panel data models 3 Dynamic linear model in Panel data models 4 Dynamic linear model in Panel data models 5 Implementation 6 Nonstationarity, Unit root and Cointegration in Panel data models 7 Nonstationarity, Unit root and Cointegration in Panel data models 8 Midterm 9 Panel data models with discrete dependent variable 10 Lack Panel data sets and selection bias 11 Lack Panel data sets and selection bias 12 Pseudo Panel data and recurrent discrete data 13 Pseudo Panel data and recurrent discrete data 14 Implementation

Recomended or Required Reading

Verbeek, Marno, Modern Econometrics, wiley, 2008. Hill, R.Carter, William E.Griffiths, Guay .C.Lim, Principles of Econometrics, Wiley, 2008.

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 40 40 Preparation for final exam 1 40 40 Midterm 1 3 3 Final 1 3 3 TOTAL WORKLOAD (hours) 164

Contribution of Learning Outcomes to Programme Outcomes

PO/LO PO.1 PO.2 PO.3 PO.4 PO.5 PO.6 PO.7 PO.8 PO.9 LO.1 1 1 LO.2 1 1 LO.3 1 1 LO.4 1 1 LO.5 1 1