1 | Course Title: | ECONOMETRICS II |
2 | Course Code: | EKO3102 BH |
3 | Type of Course: | Compulsory |
4 | Level of Course: | Second Cycle |
5 | Year of Study: | 1 |
6 | Semester: | 2 |
7 | ECTS Credits Allocated: | 5 |
8 | Theoretical (hour/week): | 3 |
9 | Practice (hour/week) : | 0 |
10 | Laboratory (hour/week) : | 0 |
11 | Prerequisites: | None |
12 | Recommended optional programme components: | None |
13 | Language: | Turkish |
14 | Mode of Delivery: | Face to face |
15 | Course Coordinator: | Prof. Dr. Mehmet Çınar |
16 | Course Lecturers: | |
17 | Contactinformation of the Course Coordinator: |
mcinar@uludag.edu.tr Uludağ Üniversitesi İktisadi ve İdari Bilimler Fakültesi Görükle Kampüsü 16059 Nilüfer / Bursa |
18 | Website: | |
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 | To be able to study in applied area using these techniques with economic series. |
21 | Learning Outcomes: |
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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 | |
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 | 0 | 0 |
Quiz | 0 | 0 |
Homeworks, Performances | 0 | 0 |
Final Exam | 1 | 100 |
Total | 1 | 100 |
Contribution of Term (Year) Learning Activities to Success Grade | 0 | |
Contribution of Final Exam to Success Grade | 100 | |
Total | 100 | |
Measurement and Evaluation Techniques Used in the Course | In addition to the assigned homework, the success of the student is evaluated with the classic final exam. | |
Information | This course is evaluated with an absolute evaluation system. |
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 | 3 | 42 |
Homeworks, Performances | 0 | 0 | 0 |
Projects | 0 | 0 | 0 |
Field Studies | 0 | 0 | 0 |
Midtermexams | 0 | 20 | 0 |
Others | 0 | 0 | 0 |
Final Exams | 1 | 50 | 50 |
Total WorkLoad | 134 | ||
Total workload/ 30 hr | 5,13 | ||
ECTS Credit of the Course | 5 |
26 | CONTRIBUTION OF LEARNING OUTCOMES TO PROGRAMME QUALIFICATIONS | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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LO: Learning Objectives | PQ: Program Qualifications |
Contribution Level: | 1 Very Low | 2 Low | 3 Medium | 4 High | 5 Very High |