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Course Information
Course Unit Title : ECONOMETRIC PACKAGE PROGRAMS
Course Unit Code : 02EKO5110
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 estimate and interpret various econometric techniques using GRETL
Mode of Delivery : Face-To-Face
Prerequisities and Co-requisities Courses : Unavailable
Recommended Optional Programme Components : Unavailable
Course Contents : Gretl language for wide range of econometric techniques.
Languages of Instruction : Turkish
Course Goals : Each student will be able to use GRETL program for various econometric techniques
Course Aims : To use GRETL software for various econometric estimation methods
WorkPlacement   Not Available
Recommended or Required Reading
Textbook : Adkins, L.C., Using Gretl for Princples of Econometrics, 2008.
Additional Resources :
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 2 28  
Time Of Studying Out Of Class :
30 4 120  
Homeworks :
2 7 14  
Presentation :
0 0 0  
Project :
0 0 0  
Lab Study :
14 1 14  
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 :
50
The ratio of final to success :
50
TOTAL :
100
Weekly Detailed Course Content
Week Topics  
1 - What is Gretl?
- Installation procedure
- Entering and importing data
  Study Materials: Adkins Ch. 1
2 - Graphical representation of data
- Estimation procedure of simple linear regression model
  Study Materials: Adkins Ch. 2
3 - Hypothesis testing
- Confidence intervals
  Study Materials: Adkins Ch. 3
4 - Forecasting
- Coefficent of determination
- Different mathematical forms
  Study Materials: Adkins Ch. 4
5 - Multiple regression model
  Study Materials: Adkins Ch. 5 & 6
6 - Dummy variables
  Study Materials: Handouts
7 - Heteroskedasticity
  ---
8 - Autocorrelation
  Study Materials: Adkins Ch. 9
9 - Dynamic econometric models
  Study Materials: Adkins Ch. 9
10 -Simultaneous equations
  Study Materials: Adkins Ch. 11
11 - Unit root tests
- Cointegration
  Study Materials: Adkins Ch. 12
12 - VAR & VEC models
  Study Materials: Adkins Ch. 13
13 - ARIMA
  Study Materials: Handouts
14 ARCH / GARCH
  Study Materials: Adkins Ch. 14