Türkçe English Rapor to Course Content
COURSE SYLLABUS
ECONOMETRICS II
1 Course Title: ECONOMETRICS II
2 Course Code: EKO3104
3 Type of Course: Compulsory
4 Level of Course: First Cycle
5 Year of Study: 3
6 Semester: 6
7 ECTS Credits Allocated: 5
8 Theoretical (hour/week): 3
9 Practice (hour/week) : 0
10 Laboratory (hour/week) : 0
11 Prerequisites: No
12 Recommended optional programme components: None
13 Language: Turkish
14 Mode of Delivery: Face to face
15 Course Coordinator: Prof. Dr. Mustafa Sevüktekin
16 Course Lecturers: Prof. Dr. Mustafa Sevüktekin, Doç. Dr. Kadir Yasin Eryiğit, Doç. Dr. Mehmet Çınar, Doç. Dr. Özer Arabacı
17 Contactinformation of the Course Coordinator: sevuktekin@uludag.edu.tr
Uludağ Universitesi
İktisadi ve İdari Bilimler Fakültesi
Ekonometri A.B.D.
16059 Görükle/Bursa Türkiye
Telephone: +90 224 2941160
18 Website: https://sites.google.com/a/sacit.org/eko3102/
19 Objective of the Course: The students should get the skills of construction and development of multiple regression models, get acquainted with some non-linear models and special methods of econometric analysis and estimation, understanding the area of their application in economics.
20 Contribution of the Course to Professional Development
21 Learning Outcomes:
1 To be able to use Basic skills of econometric analysis;
2 To be able to understand econometric methods;
3 To be able to understand econometric approaches, ideas, results and conclusions;
4 To be able to use The tools needed to build multiple linear regression model;
5 To be able to understand Small sample properties of regression model;
6 To be able to understand Functional forms of regression models;
7 To be able to understand Variable Transformations;
8 To be able to understand Structural breaks;
9 To be able to understand Large sample properties of regression model;
10 To be able to understand Specification issues;
22 Course Content:
Week Theoretical Practical
1 Specification of Multiple Linear Regression Model
2 OLS Estimation of Multiple Linear Regression Model
3 Inference from Multiple Linear Regression Model
4 Small Sample Properties of Regression Model
5 Functional Forms
6 Variable Transformations
7 Other Specification Issues(Midterm exam)
8 Dummy Independent Variables
9 Nature of Time Series Data
10 Deterministic Trend and Structural Break
11 Large Sample Properties of Regression Model
12 Nature and Consequences of Heteroskedasticity
13 Testing for Heteroskedasticity
14 Weighted (Generalized) Least Squares
23 Textbooks, References and/or Other Materials: Woodridge, Jeffrey M. (2009), Introductory Econometrics: A modern Approach, Fourth Edition, South-Western College Publishing.
24 Assesment
TERM LEARNING ACTIVITIES NUMBER PERCENT
Midterm Exam 1 40
Quiz 0 0
Homeworks, Performances 0 0
Final Exam 1 60
Total 2 100
Contribution of Term (Year) Learning Activities to Success Grade 40
Contribution of Final Exam to Success Grade 60
Total 100
Measurement and Evaluation Techniques Used in the Course
Information
25 ECTS / WORK LOAD TABLE
Activites NUMBER TIME [Hour] Total WorkLoad [Hour]
Theoretical 14 3 42
Practicals/Labs 0 0 0
Self Study and Preparation 14 2 28
Homeworks, Performances 0 0 0
Projects 0 0 0
Field Studies 0 0 0
Midtermexams 1 35 35
Others 0 0 0
Final Exams 1 40 40
Total WorkLoad 145
Total workload/ 30 hr 4,83
ECTS Credit of the Course 5
26 CONTRIBUTION OF LEARNING OUTCOMES TO PROGRAMME QUALIFICATIONS
PQ1 PQ2 PQ3 PQ4 PQ5 PQ6 PQ7 PQ8 PQ9 PQ10 PQ11 PQ12
LO1 3 4 5 3 4 5 3 4 5 3 4 5
LO2 4 5 3 4 5 3 4 5 3 4 5 3
LO3 5 3 4 5 3 4 5 3 4 5 3 4
LO4 5 4 3 5 4 3 5 4 3 5 4 3
LO5 4 3 5 4 3 5 4 3 5 4 3 5
LO6 3 5 4 3 5 4 3 5 4 3 5 4
LO7 3 4 5 3 4 5 3 4 5 3 4 5
LO8 5 4 3 5 4 3 5 4 3 5 3 5
LO9 4 3 4 4 4 4 3 5 3 4 5 5
LO10 3 5 5 4 3 5 4 4 4 3 3 3
LO: Learning Objectives PQ: Program Qualifications
Contribution Level: 1 Very Low 2 Low 3 Medium 4 High 5 Very High
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