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Course Information
Course Unit Title : APPLIED ECONOMETRICS
Course Unit Code : 02EKO5104
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 use time series and discrete choice models
Mode of Delivery : Face-To-Face
Prerequisities and Co-requisities Courses : Unavailable
Recommended Optional Programme Components : Unavailable
Course Contents : Time series and discrete choice models
Languages of Instruction : Turkish
Course Goals : Each student will be able to apply time series and discrete choice models to various economic models
Course Aims : Using time series and discrete choice models in economics
WorkPlacement   Not Available
Recommended or Required Reading
Textbook :
Additional Resources : Greene, W. Econometric Analysis, Prentice Hall, NJ, 1993.
Enders, W., Applied Econometric Time Series, 2nd Ed., Wiley, 2004
Kutlar, A., Uygulamalı Ekonometri Nobel Yayın, 2005
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) :
16 3 48  
Time Of Studying Out Of Class :
30 4 120  
Homeworks :
0 0 0  
Presentation :
2 4 8  
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 :
180  
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 :
40
The ratio of final to success :
60
TOTAL :
100
Weekly Detailed Course Content
Week Topics  
1 Science of Economics and econometric analysis
  Study Materials: -
2 Introduction to Time Series Analysis
  Study Materials: Greene, Ch.19
3 Stationary process and spurious regression
  Study Materials: Kutlar, Ch. 12
4 Stationary tests (Unit root tests)
  Study Materials: Enders Ch.4, Kutlar, Ch. 12
5 ARIMA
  Study Materials: Enders Ch.4
6 VAR technique
  Study Materials: Greene, Ch. 19, Kutlar, Ch. 13
7 VEC technique
  Study Materials: Greene, Ch. 19, Kutlar, Ch. 13
8 Forecasting
  Study Materials: Handouts
9 Cointegration and nonstationary time series
  Study Materials: Enders Ch.6
10 ARCH type models
  Study Materials: Enders Ch.4
11 Logit
  Study Materials: Greene, Ch.21
12 Probit
  Study Materials: Greene, Ch.21
13 Multinomial Logit
  Study Materials: Greene, Ch.21
14 Tobit
  Study Materials: Greene, Ch.22