SDU Education Information System
   Home   |  Login Türkçe  | English   
 
   
 
 


 
Course Information
Course Unit Title : ADVANCED ECONOMETRICS
Course Unit Code : 02EKO5101
Type of Course Unit : Optional
Level of Course Unit : Second Cycle
Year of Study : 1
Semester : 1.Semester
Number of ECTS Credits Allocated : 6,00
Name of Lecturer(s) : ---
Course Assistants :
Learning Outcomes of The Course Unit : Able to identify econometric problems in single equation models.
Able to construct and interpret dynamic and nonlinear econometric models using different approaches.
Able to identify econometric problems in single equation models.
Mode of Delivery : Face-To-Face
Prerequisities and Co-requisities Courses : Unavailable
Recommended Optional Programme Components : Unavailable
Course Contents : Estimation single equation models using matrix notation; Estimation techniques for simultaneous models; Dynamic Econometric models; Nonlinear models
Languages of Instruction : Turkish
Course Goals : Able to use advanced ecometric techniques for different type of models
Course Aims : Each student will learn how to apply advanced econometric techniques for different types of models .
WorkPlacement   Not Available
Recommended or Required Reading
Textbook :
Additional Resources : Greene, W. Econometric Analysis, Prentice Hall, NJ, 1993.
Gujarati, D., Temel Ekonometri, Çevirenler: Ü. Şenesen-Gülay, G. Şenesen, Literatür Yayınevi, 1999.
Material Sharing
Documents :
Assignments :
Exams :
Additional Material :
Planned Learning Activities and Teaching Methods
Lectures, Practical Courses, Presentation, Seminar, Project, Laboratory Applications (if necessary)
ECTS / Table Of Workload (Number of ECTS credits allocated)
Student workload surveys utilized to determine ECTS credits.
Activity :
Number Duration Total  
Course Duration (Excluding Exam Week) :
14 3 42  
Time Of Studying Out Of Class :
30 4 120  
Homeworks :
0 0 0  
Presentation :
2 3 6  
Project :
0 0 0  
Lab Study :
0 0 0  
Field Study :
0 0 0  
Visas :
1 2 2  
Finals :
1 2 2  
Workload Hour (30) :
30  
Total Work Charge / Hour :
172  
Course's ECTS Credit :
6      
Assessment Methods and Criteria
Studies During Halfterm :
Number Co-Effient
Visa :
1 100
Quiz :
0 0
Homework :
0 0
Attendance :
0 0
Application :
0 0
Lab :
0 0
Project :
0 0
Workshop :
0 0
Seminary :
0 0
Field study :
0 0
   
TOTAL :
100
The ratio of the term to success :
50
The ratio of final to success :
50
TOTAL :
100
Weekly Detailed Course Content
Week Topics  
1 Introduction to matrix notation and review of some statistical preliminaries.
  Study Materials: Greene Ch. 2, 3 & 4
2 Deriving Least Square Estimators using matrix notation
  Study Materials: Gujarati Ch. 9
3 Testing estimation results using matrix notation.
  Study Materials: Gujarati Ch. 9
Greene Ch. 6
4 Data problems in econometrics.
  Study Materials: Greene Ch. 9
5 Violation of assumptions and econometric problems
  Study Materials: Greene Ch. 13
6 Nonlinear least squares
  Study Materials: Greene Ch. 13
7 Box-Cox Transformation; Coefficient restrictions
  Study Materials: Greene Ch. 13
8 Dynamic models in economics
  Study Materials: Gujarati Ch. 17
9 Koyck & Almond transformations
  Study Materials: Gujarati Ch. 17
10 Adjusted expectations & Stock Adjustment models
  Study Materials: Gujarati Ch. 17
11 Simultaneous equations and identification problem
  Study Materials: Gujarati Ch. 18
12 Estimation Of Simultaneous equation models: Indirect LSE, Instrumental variables
  Study Materials: Gujarati Ch. 18
13 Estimation Of Simultaneous equation models: 2SLS, 3SLS
  Study Materials: Gujarati Ch. 17
14 Seemingly Unrelated Regression (SUR)
  Study Materials: Greene Ch. 17