| Course Unit Code | Course Unit Title | Type of Course Unit | Year of Study | Semester | Number of ECTS Credits | | İKT3042013221 | 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 the basic econometric methods
• to equip students with the knowledge and skills of economic hypotheses tested
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| Name of Lecturer(s) |
| Yrd.Doç.Dr.Nedim DİKMEN |
| Learning Outcomes |
| 1 | istatistiksel yöntemleri iktisadi sorunlar üzerine uygulayabilecekler | | 2 | iktisadi sorunları ortaya koyabilecek ve bu sorunları ampirik olarak çözebilecekler | | 3 | iktisadi sorunları modelleyebilecek, tahmin edebilecek ve yorumlayabilecekler | | 4 | iktisat, istatistik ve matematiği bir arada kullanarak analiz yapabilecekler | | 5 | ileri yönelik çıkarımlarda bulunabilecekler |
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| Mode of Delivery |
| Evening Education |
| Prerequisites and co-requisities |
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| Recommended Optional Programme Components |
| Week 1 Correlation Analysis
Week 2 Simple Regression Analysis
Week 3 Simple Regression Equations and Interpretation of Solution
Week 4 Multiple Regression Analysis
Week 5 Solution and Interpretation of Multiple Regression Equations
Week 6 Individual Regression Coefficients Test of Significance
Week 7 ANOVA Table and F-Test
Week 8 Midterm
Week 9 The Coefficient of Determination
Week 10 Regression Equations Specification
Week 11 Regression Equations Functional Structure Choices
Week 12 Dummy Variables
Week 13 Interaction Variables
Week 14 Trend and Discrete Regressions
Week 15 Multiple linear correlation
Week 16 Final Exam
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| Course Contents |
| • Simple regression models
• Multiple regression models
• The OLS regressionmodels
• The application of the method
• The assumptions of OLS method
• T-tests
• F-tests
• Identification and rectification of the problem of multiple connections,specification, identification
• Rectification of errors
• Application of dummy variables
• The implementation of the interaction variables.
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| Weekly Detailed Course Contents |
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| 1 | Değişen Varyans Testleri | | | | 2 | Ağırlıklı En Küçük Kareler | | | | 3 | Otokorelasyon | | | | 4 | Cochrane-Orcutt Yöntemleri | | | | 5 | Koyck Modeli | | | | 6 | Almon Modeli | | | | 7 | Ardışık Denklem Sistemleri ve Görünürde İlişkisiz Regresyonlar | | | | 8 | Arasınav | | | | 9 | Dolaylı EKK | | | | 10 | 2AEKK ve 3AEKK | | | | 11 | Birim-Kök Testleri | | | | 12 | Eş-Bütünleşik Testleri | | | | 13 | Nedensellik Testleri | | | | 14 | Vektör Otoregresyonlar | | | | 15 | Box-Jenks Modelleri | | | | 16 | Dönem sonu sınavı | | |
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| Recommended or Required Reading |
| 1 Dikmen Nedim, (2009); Ekonometri, Temel Kavramlar ve Uygulamalar, Nobel Yayınları, Ankara.
Additional materials
2 Gujarati, D. , 1999, Temel Ekonometri (Çev. : Şenesen, Ü. , Şenesen, Gülay G. ) , İstanbul
3 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 | | | Work Placement(s) | |
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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 | 5 | 70 |
| Individual Study for Homework Problems | 3 | 10 | 30 |
| Individual Study for Mid term Examination | 1 | 10 | 10 |
| Individual Study for Final Examination | 1 | 13 | 13 |
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| Contribution of Learning Outcomes to Programme Outcomes |
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| * Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High |
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