| Course Unit Code | Course Unit Title | Type of Course Unit | Year of Study | Semester | Number of ECTS Credits | | İKT3042013201 | ECONOMETRICS-II | Compulsory | 3 | 6 | 6 |
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| Level of Course Unit |
| First Cycle |
| Objectives of the Course |
| The aim of the course is
• to teach heteroscedasticity problem detection, and elimination of the effect of the autocorrelation problem detection, and elimination of impact, distributed agregression models, simultaneous equation systems, stationarity tests, cointegration tests, causality tests and error correction model.
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| Name of Lecturer(s) |
| Yrd.Doç.Dr.Nedim DİKMEN |
| Learning Outcomes |
| 1 | apply statistical methods on economic problems | | 2 | identify economic problems and solve them empirically | | 3 | model, predict and interpret economic problems | | 4 | be able to analyze using economics, statistics and mathematics together | | 5 | can be found in forward inferences |
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| Mode of Delivery |
| Formal Education |
| Prerequisites and co-requisities |
| Yok |
| Recommended Optional Programme Components |
| Week 1 Heteroscedasticity Tests
Week 2 Weighted Least Squares
Week 3 Autocorrelation
Week 4 Methods Cochrane-Orcutt
Week 5 Koyck Model
Week 6 Almon Model
Week 7 Sequential and seemingly unrelated regressions equation systems
Week 8 Midterm
Week 9 Indirect OLS
Week 10 2A and 3A OLS
Week 11 Unit-Root Tests
Week 12 Co-Integrated Tests
Week 13 Causality Tests
Week 14 Vector Otoregresyonlar
Week 15 Models Box-Jenks
Week 16 Final Exam
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| Course Contents |
| • Heteroscedasticity problem detection
• Elimination of the effect of the autocorrelation problem detection
• Elimination of impact
• Distributed lagregression models
• Simultaneous equation systems
• Stationarity tests
• Cointegration tests
• Causality tests
• Error correction model
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| Weekly Detailed Course Contents |
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| 1 | Variant Variance Tests | | | | 2 | Weighted Least Squares | | | | 3 | autocorrelation | | | | 4 | Cochrane-Orcutt Methods | | | | 5 | Koyck model | | | | 6 | Almon model | | | | 7 | Systems of consecutive equations and seemingly unrelated regressions | | | | 8 | Midterm | | | | 9 | Indirect EKL | | | | 10 | 2AEKK and 3AEKK | | | | 11 | Unit-root tests | | | | 12 | Co-integration tests | | | | 13 | Causality tests | | | | 14 | Vector autoregressions | | | | 15 | Box-Jenks models | | | | 16 | End of Period | | |
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| Recommended or Required Reading |
| Dikmen Nedim, (2009); Ekonometri, Temel Kavramlar ve Uygulamalar, DORA Yayınları, Bursa.
Gujarati, D. , 1999, Temel Ekonometri (Çev. : Şenesen, Ü. , Şenesen, Gülay G. ) , İstanbul
Köseoğlu, M. , Yamak, R. , 2004, Uygulamalı İstatistik ve Ekonometri, Aksakal Kitabevi, Trabzon
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| Planned Learning Activities and Teaching Methods |
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| Assessment Methods and Criteria | |
| SUM | 0 | |
| SUM | 0 | | Yarıyıl (Yıl) İçi Etkinlikleri | 40 | | Yarıyıl (Yıl) Sonu Etkinlikleri | 60 | | SUM | 100 |
| | Language of Instruction | | Turkish | | Work Placement(s) | | Yok |
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| Workload Calculation |
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| Midterm Examination | 1 | 1 | 1 |
| Final Examination | 1 | 1 | 1 |
| Attending Lectures | 14 | 4 | 56 |
| Self Study | 14 | 4 | 56 |
| Individual Study for Mid term Examination | 1 | 9 | 9 |
| Individual Study for Final Examination | 1 | 13 | 13 |
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| Contribution of Learning Outcomes to Programme Outcomes |
| LO1 | 2 | 3 | 2 | 3 | 4 | 3 | 4 | 4 | 4 | 3 | 3 | 3 | 5 | 3 | | LO2 | 3 | 2 | 2 | 3 | 4 | 3 | 4 | 4 | 4 | 3 | 3 | 3 | 5 | 4 | | LO3 | 3 | 4 | 3 | 3 | 4 | 3 | 3 | 3 | 3 | 3 | 3 | 4 | 3 | 3 | | LO4 | 4 | 4 | 4 | 4 | 4 | 3 | 3 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | | LO5 | 4 | 3 | 5 | 4 | 4 | 3 | 5 | 4 | 4 | 4 | 4 | 4 | 4 | 4 |
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| * Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High |
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Ordu University Rectorate Building ,Cumhuriyet Campus , Center / ORDU / TURKEY • Tel: +90 452 226 52 00
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