Econometrics
ygurbuz@gsu.edu.tr
Content
Objective
The objective of the course is to teach students how to use econometric methods to quantify economic relations and providing the basic tools to do an empirical analysis to understand real world problems.
Course Content
Simple linear econometrics models and linear econometrics models with several variables
Regression analysis
Econometrics analysis: various econometris tests and hypothesis' tests
Course Learning Outcomes
Learning Principal Methods of the Econometrics
Conducting an Empirical Research
Teaching and Learning Methods
Theorical approach
Exercises from various listinings
Application on computer
References
• BOURBONNAIS R. (2000). Econométrie, manuel et exercices corrigés, Dunod (3ième ed.), Paris.
• JOHNSTON J., DINARDO J., (1999), Méthodes économétriques, Economica, 4ième ed., Paris.
• SHEATHER S.J.(2009), A Modern Aprroach to Regression with R
• WOOLDRIDGE J.M.(2005), Introduction to Econometrics
Weekly Contents
| Week | Weekly Contents |
|---|---|
| 1 | Introduction to econometrics |
| 2 | Regression analysis in the simple linear models |
| 3 | Regression analysis in the simple linear models: application |
| 4 | Regression analysis in the models with several variables |
| 5 | Regression analysis in the models with several variables |
| 6 | Regression analysis in the models with several variables: application |
| 7 | Application on computer |
| 8 | Mid-term |
| 9 | Econometric Analysis: various tests |
| 10 | Econometric Analysis :hypothesis's tests |
| 11 | Econometric Analysis: problem of autocorrelation |
| 12 | Econometric Analysis: application |
| 13 | Application on computer |
| 14 | Dummy variables: seasonality |
Assessment System
| Activities | Number | Contribution |
|---|---|---|
| Contribution of in-term studies to overall grade | 2 | 55 |
| Contribution of final exam to overall grade | 1 | 45 |
| Total | 3 | 100 |
| Activities | Number | Contribution |
|---|---|---|
| Assignments | 2 | 5 |
| Presentation | 0 | 0 |
| Midterm Examinations (including preparation) | 1 | 30 |
| Project | 0 | 0 |
| Laboratory | 0 | 0 |
| Other Applications | 0 | 0 |
| Quiz | 0 | 0 |
| Term Paper/ Project | 1 | 20 |
| Portfolio Study | 0 | 0 |
| Reports | 0 | 0 |
| Learning Diary | 0 | 0 |
| Thesis/ Project | 0 | 0 |
| Seminar | 0 | 0 |
| Other | 0 | 0 |
| Total | 4 | 55 |
ECTS
| Activities | Number | Period | Total Workload |
|---|---|---|---|
| Class Hours | 14 | 3 | 42 |
| Working Hours out of Class | 12 | 2 | 24 |
| Assignments | 2 | 3 | 6 |
| Midterm Examinations (including preparation) | 1 | 10 | 10 |
| Final Examinations (including preparation) | 1 | 15 | 15 |
| Quiz | 3 | 2 | 6 |
| Term Paper/ Project | 1 | 15 | 15 |
| Total Workload | 118 | ||
| Total Workload / 25 | 4.72 | ||
| Credits ECTS | 5 | ||