1	Course Title:	ECONOMETRICS ANALYSIS I
2	Course Code:	EKO4101
3	Type of Course:	Compulsory
4	Level of Course:	First Cycle
5	Year of Study:	4
6	Semester:	7
7	ECTS Credits Allocated:	8
8	Theoretical (hour/week):	3
9	Practice (hour/week) :	0
10	Laboratory (hour/week) :	0
11	Prerequisites:	EKO3101-EKO3102
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:	Mustafa Sevüktekin,Kadir Yasin Eryiğit
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:
19	Objective of the Course:	Discuss the fundamental ideas that define the methodology and a large number of specific models, tools and methods that econometricians use in analysing data.
20	Contribution of the Course to Professional Development

21

Learning Outcomes:

1 To be able to have intermediate skills of econometric analysis; 2 To be able to Understand econometric applications; 3 To be able to Understand econometric approaches, ideas, results and conclusions; 4 To be able to use The tools needed to build multiple nonlinear models; 5 To be able to use The tools needed to build time series models; 6 To be able to Identify nonlinearity; 7 To be able to Test nonlinear restrictions; 8 To be able to understand Model stability; 9 To be able to build Dynamic model; 10 To be able to understand Specification issues;

22	Course Content:

Week	Theoretical	Practical
1	Dynamic Models I
2	Dynamic Models II
3	Autocorrelation
4	Forecasting
5	Endogeneity
6	Instrumental Variable Estimation
7	Instrumental Variable Estimation (Midterm exam)
8	Nonstationary Time-Series Data
9	Cointegration
10	Vector Error Correction
11	Vector Autoregressive Models
12	An Introduction to Macroeconometrics
13	Time Varying Volatility
14	ARCH Models

23	Textbooks, References and/or Other Materials:	1. Woodridge, Jeffrey M. (2009), Introductory Econometrics: A modern Approach, Fourth Edition, South-Western College Publishing. 2. Hill, Carter R., William E. Griffiths, Guay C. Lim (2007), Principles of Econometrics, John Wiley & Sons, Inc.
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	7	98
Homeworks, Performances	0	0	0
Projects	0	0	0
Field Studies	0	0	0
Midtermexams	1	50	50
Others	0	0	0
Final Exams	1	50	50
Total WorkLoad			240
Total workload/ 30 hr			8
ECTS Credit of the Course			8

26	CONTRIBUTION OF LEARNING OUTCOMES TO PROGRAMME QUALIFICATIONS
PQ1 PQ2 PQ3 PQ4 PQ5 PQ6 PQ7 PQ8 PQ9 PQ10 PQ11 PQ12 LO1 4 4 3 5 4 3 5 3 4 5 4 4 LO2 4 5 4 4 5 4 4 4 5 3 5 4 LO3 3 4 5 3 3 5 3 5 3 4 3 5 LO4 5 3 5 4 4 4 5 4 4 3 5 3 LO5 4 3 4 4 3 5 3 3 5 4 4 4 LO6 5 4 3 4 4 4 5 4 5 3 3 5 LO7 3 5 4 5 4 3 3 4 5 3 5 4 LO8 3 5 4 3 5 5 4 4 4 3 3 5 LO9 4 5 3 5 4 3 4 5 3 5 4 3 LO10 3 5 4 3 4 5 3 4 5 4 3 3

LO: Learning Objectives

PQ: Program Qualifications

Contribution Level:

1 Very Low

2 Low

3 Medium

4 High

5 Very High