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Course Title: |
ECONOMETRICS II |
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Course Code: |
EKO3104 |
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Type of Course: |
Compulsory |
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Level of Course: |
First Cycle |
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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 |
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Recommended optional programme components: |
None |
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Language: |
Turkish |
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Mode of Delivery: |
Face to face |
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Course Coordinator: |
Prof. Dr. Mustafa Sevüktekin |
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Course Lecturers: |
Prof. Dr. Mustafa Sevüktekin, Doç. Dr. Kadir Yasin Eryiğit, Doç. Dr. Mehmet Çınar, Doç. Dr. Özer Arabacı |
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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 |
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Website: |
https://sites.google.com/a/sacit.org/eko3102/ |
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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. |
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Contribution of the Course to Professional Development |
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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 |
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6 |
Variable Transformations |
|
7 |
Other Specification Issues(Midterm exam) |
|
8 |
Dummy Independent Variables |
|
9 |
Nature of Time Series Data |
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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 |
|