Econometrics I(ECK561)
| Course Code | Course Name | Semester | Theory | Practice | Lab | Credit | ECTS |
|---|---|---|---|---|---|---|---|
| ECK561 | Econometrics I | 1 | 3 | 0 | 0 | 3 | 6 |
| Prerequisites | |
| Admission Requirements |
| Language of Instruction | Turkish |
| Course Type | Compulsory |
| Course Level | Masters Degree |
| Course Instructor(s) | Celalettin Ruhi TUNCER rtuncer@gsu.edu.tr (Email) |
| Assistant | |
| 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. |
| 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 |
Theory Topics
| 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 |
Practice Topics
| Week | Weekly Contents |
|---|
Contribution to Overall Grade
| Number | Contribution | |
|---|---|---|
| Contribution of in-term studies to overall grade | 2 | 55 |
| Contribution of final exam to overall grade | 1 | 45 |
| Toplam | 3 | 100 |
In-Term Studies
| 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 |
| Toplam | 4 | 55 |
| No | Program Learning Outcomes | Contribution | ||||
|---|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | ||
| 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 | ||