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FACULTY of SCIENCE / DEPARTMENT of STATISTICS and COMPUTER SCIENCES

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FACULTY of SCIENCE / DEPARTMENT of STATISTICS and COMPUTER SCIENCES /
Katalog Ana Sayfa
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IST4025Econometrics4+0+0ECTS:6
Year / SemesterFall Semester
Level of CourseFirst Cycle
Status Compulsory
DepartmentDEPARTMENT of STATISTICS and COMPUTER SCIENCES
Prerequisites and co-requisitesNone
Mode of DeliveryFace to face
Contact Hours14 weeks - 4 hours of lectures per week
LecturerProf. Dr. Türkan ERBAY DALKILIÇ
Co-LecturerPROF. DR. Zafer KÜÇÜK
Language of instructionTurkish
Professional practise ( internship ) None
 
The aim of the course:
To teach the basic concepts and applications in business.
 
Learning OutcomesCTPOTOA
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
LO - 2 : apply basic economic models to economics 1,2,3
LO - 3 : compare different ecomomic models 1,2,3
LO - 4 : make inferences from economical models1,2,3
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

 
Contents of the Course
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.
 
Course Syllabus
 WeekSubjectRelated Notes / Files
 Week 1Variable deregression models The nature of single regression analysis
 Week 2Two variable regression analysis, some basıc ideas
 Week 3Two variable regression model:The problem of estimation ordinary minimum squares
 Week 4The normality assumption:classical normal linear regression model The probability of distribution of disturbance
 Week 5The normality assumption Proporties of OLS estimations under normal assumption
 Week 6Applications
 Week 7Two-variable regression:Interval estimation and hypothesis testings Interval estimation: some basic concepts
 Week 8Hypothesis testings:The testing of the approach to meaningfulnes level Hypothesis testing:some practical aspects
 Week 9Mid-term exam
 Week 10Reporting the results of regression analysis
 Week 11extention of two-variable linear regression model Regression through the origin
 Week 12Functional forms of regression model Log-log, double -log, log-linear,or constant elasticity models
 Week 13Modelin varsayımları:Çoklu regresyon modelinin yorumu Assumption of the model:intrepretation of multiple regression equation
 Week 14The meaning of Partial regression coefficians
 Week 15OLS and ML estimations of the partial regression coefficiants
 Week 16End-of-term exam
 
Textbook / Material
1Terzi, Harun; Zengin Hilmi.2003;Temel Ekonometri Derya yayınevi, Trabzon
 
Recommended Reading
1Gujarati; damador N.1988;Basic Econometris;Mc Graw-Hill Book Company;New York
 
Method of Assessment
Type of assessmentWeek NoDate

Duration (hours)Weight (%)
Mid-term exam 9 22/11/2021 1 50
End-of-term exam 16 12/01/2022 1 50
 
Student Work Load and its Distribution
Type of workDuration (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 load150