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| EKO5570 | Applied Econometrics - II | 3+0+0 | ECTS:7.5 | | Year / Semester | Spring Semester | | Level of Course | Second Cycle | | Status | Elective | | Department | DEPARTMENT of ECONOMETRICS | | Prerequisites and co-requisites | None | | Mode of Delivery | | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | Prof. Dr. Zehra ABDİOĞLU | | Co-Lecturer | | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | The objective of this course is to introduce econometric methods and make analyses using the Eviews software package. |
| Programme Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | PO - 1 : | learn what are the econometrics tools | 1,2 | 1,3, | | PO - 2 : | learn how do econometric tools use | 1,2 | 1,3, | | PO - 3 : | learn how do econometric tools apply to economic problems | 1,2 | 1,3, | | PO - 4 : | learn how do economic problems analysis by using econometric tools | 1,2 | 1,3, | | PO - 5 : | learn how does a solution find out to economic problems by using econometric tools | 1,2 | 1,3, | | 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), PO : Learning Outcome | | |
| System equations, models with binary dependent variables (linear probability model, logit, and probit), panel data regression models (pooled OLS, fixed effects model, random effects model), diagnostic tests in panel data regression analysis, robust estimators in panel data regression analysis, applications of Eviews. |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | Recursive Equation System | | | Week 2 | Seemingly Unrelated Regression | | | Week 3 | Simultaneous Equation Systems | | | Week 4 | System Equations Eviews Applications | | | Week 5 | Models with Binary Dependent Variables (Linear Probability Model) | | | Week 6 | Models with Binary Dependent Variables (Logit Model) | | | Week 7 | Models with Binary Dependent Variables (Probit Model) | | | Week 8 | Logit and Probit Eviews Applications | | | Week 9 | Mid-term exam | | | Week 10 | Panel Data Regression Models (Pooled OLS) | | | Week 11 | Panel Data Regression Models (Fixed Effects Model) | | | Week 12 | Quiz | | | Week 13 | Panel Data Regression Models (Random Effects Model) | | | Week 14 | Diagnostic Tests in Panel Data Regression Analysis | | | Week 15 | Robust Estimator in Panel Data Regression Analysis | | | Week 16 | End-of-term exam | | | |
| 1 | Gujarati, D. N., Porter, D. C. 2009: Basic Econometrics, McGraw-Hill. | | | 2 | Wooldridge, J. M. 2009: Introductory Econometrics: A Modern Approach, Macmillan Publishing. | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 04/2024 | 1 | 30 | | Homework/Assignment/Term-paper | 12 | 05/2024 | 2 | 20 | | End-of-term exam | 16 | 06/2024 | 1 | 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 | 8 | 14 | 112 | | Laboratuar çalışması | 0 | 0 | 0 | | Arasınav için hazırlık | 12 | 2 | 24 | | Arasınav | 2 | 1 | 2 | | Uygulama | 0 | 0 | 0 | | Klinik Uygulama | 0 | 0 | 0 | | Ödev | 3 | 2 | 6 | | Proje | 0 | 0 | 0 | | Kısa sınav | 1 | 1 | 1 | | Dönem sonu sınavı için hazırlık | 12 | 3 | 36 | | Dönem sonu sınavı | 2 | 1 | 2 | | Total work load | | | 225 |
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