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| IST4025 | Econometrics | 4+0+0 | ECTS:6 | | Year / Semester | Fall Semester | | Level of Course | First Cycle | | Status | Compulsory | | Department | DEPARTMENT of STATISTICS and COMPUTER SCIENCES | | Prerequisites and co-requisites | None | | Mode of Delivery | Face to face | | Contact Hours | 14 weeks - 4 hours of lectures per week | | Lecturer | Prof. Dr. Türkan ERBAY DALKILIÇ | | Co-Lecturer | PROF. DR. Zafer KÜÇÜK | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | To teach the basic concepts and applications in business. |
| Learning Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | LO - 1 : | get some basic economic concepts about economic formation.
| 1,2,3,4,5,9,11 | 1 | | LO - 2 : | apply basic economic models to economics
| 1,2,3,6,7,8,10 | 1 | | LO - 3 : | compare different ecomomic models
| 2,3,5,9,11 | 1 | | LO - 4 : | make inferences from economical models | 1,2,4,6,9,11 | 1 | | CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), LO : Learning Outcome | | |
| Linear regression model, multicollinearity, changing variance and the problem of autocorrelation, the method of generalized minimum squares, trend, seasonality and estimation, time series methods, changing coefficient models. |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | Variable deregression models
The nature of single regression analysis
| | | Week 2 | Two variable regression analysis, some basıc ideas | | | Week 3 | Two variable regression model:The problem of estimation
ordinary minimum squares
| | | Week 4 | The normality assumption:classical normal linear regression model
The probability of distribution of disturbance
| | | Week 5 | The normality assumption
Proporties of OLS estimations under normal assumption
| | | Week 6 | Applications | | | Week 7 | Two-variable regression:Interval estimation and hypothesis testings
Interval estimation: some basic concepts
| | | Week 8 | Hypothesis testings:The testing of the approach to meaningfulnes level
Hypothesis testing:some practical aspects
| | | Week 9 | Mid-term exam | | | Week 10 | Reporting the results of regression analysis
| | | Week 11 | extention of two-variable linear regression model
Regression through the origin
| | | Week 12 | Functional forms of regression model
Log-log, double -log, log-linear,or constant elasticity models
| | | Week 13 | Modelin varsayımları:Çoklu regresyon modelinin yorumu
Assumption of the model:intrepretation of multiple regression equation
| | | Week 14 | The meaning of Partial regression coefficians
| | | Week 15 | OLS and ML estimations of the partial regression coefficiants
| | | Week 16 | End-of-term exam
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| 1 | Terzi, Harun; Zengin Hilmi.2003;Temel Ekonometri Derya yayınevi, Trabzon | | | |
| 1 | Gujarati; damador N.1988;Basic Econometris;Mc Graw-Hill Book Company;New York | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 11/11/2019 | 1.5 | 50 | | End-of-term exam | 16 | 07/01/2020 | 1.5 | 50 | | |
| Student Work Load and its Distribution | | Type of work | Duration (hours pw) | No of weeks / Number of activity | Hours in total per term | | Yüz yüze eğitim | 3 | 14 | 42 | | Sınıf dışı çalışma | 4 | 14 | 56 | | Arasınav için hazırlık | 7 | 2 | 14 | | Arasınav | 1 | 1 | 1 | | Dönem sonu sınavı için hazırlık | 12 | 3 | 36 | | Dönem sonu sınavı | 1 | 1 | 1 | | Total work load | | | 150 |
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