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Description of Individual Course Units

Course Unit Code Course Unit Title Type Of Course D U L ECTS EKO 6085 ECONOMETRIC MODELS I ELECTIVE 3 0 0 6

Offered By

Econometrics

Level of Course Unit

Third Cycle Programmes (Doctorate Degree)

Course Coordinator

PROFESSOR DOCTOR ŞENAY ÜÇDOĞRUK BIRECIKLI

Offered to

Econometrics

Course Objective

To explain how an applied econometric study.

Learning Outcomes of the Course Unit

1   Explain why lags are important in models that use time-series data and the ways in which can be included in dynamic econometric models 2   Describe the properties of an AR(1) error 3   Estimate a Dynamic econometric models and use it to obtain forecasts 4   Explain we might sometimes consider explanatory variables in a regression model to be random 5   Explain the difference between finite sample and large sample properties of estimators

Mode of Delivery

Face -to- Face

Prerequisites and Co-requisites

None

Recomended Optional Programme Components

None

Course Contents

Week Subject Description 1 Dynamic Models and Forecasting 2 Dynamic Models and Forecasting more 3 Random Regressors, Moment Based Estimation 4 Specification Tests 5 Stationary and Nonstationary Variables 6 Unit RootTests 7 Structural Breaks 8 Mid-term 9 Cointegration 10 Cointegration more 11 Cointegration more 12 VEC and VAR Models 13 VEC and VAR Models more 14 VEC and VAR Models more

Recomended or Required Reading

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

Planned Learning Activities and Teaching Methods

Assessment Methods

SORTING NUMBER SHORT CODE LONG CODE FORMULA 1 MTE MIDTERM EXAM 2 STT TERM WORK (SEMESTER) 3 FIN FINAL EXAM 4 FCG FINAL COURSE GRADE MTE * 0.30 + STT * 0.30 + FIN* 0.40 5 RST RESIT 6 FCGR FINAL COURSE GRADE (RESIT) MTE * 0.30 + STT * 0.30 + RST* 0.40 *** Resit Exam is Not Administered in Institutions Where Resit is not Applicable.

Further Notes About Assessment Methods

None

Assessment Criteria

1-Expression Method 2- Question-Answer Method 3-Discussion Method 4-Problem Solving Method Applications

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 2 26 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) 151

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 LO.2 1 LO.3 1 LO.4 1 LO.5 1