Kodu | Dersin Adı | Yarıyıl | Süresi(T+U) | Kredisi | AKTS Kredisi |
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ECF352 | ECONOMETRICS | 6 | 4 | 3 | 7 |
DERS BİLGİLERİ |
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Dersin Öğretim Dili : | İngilizce |
Dersin Düzeyi | BACHELOR'S DEGREE, TYY: + 6.Level, EQF-LLL: 6.Level, QF-EHEA: First Cycle |
Dersin Türü | Zorunlu |
Dersin Veriliş Şekli | - |
Dersin Koordinatörü | Assist.Prof. MEHMET SAYA |
Dersi Veren Öğretim Üyesi/Öğretim Görevlisi | Prof.Dr. BÜLENT EŞİYOK |
Ders Ön Koşulu | Yok |
AMAÇ VE İÇERİK |
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Amaç: | The aim of this course is to familiarize students with the basic concepts and techniques used in econometrics with practical applications. To enhance the analytical skills of students to interpret the regression results, the lectures will focus on both the theoretical and empirical aspects of regression analysis. |
İçerik: | The course will introduce the basis of the classical linear regression model; assumptions, the problems of estimation and inference, violation of the assumptions of the model. |
DERSİN ÖĞRENME ÇIKTILARI (Öğrenciler, bu dersi başarı ile tamamladıklarında aşağıda belirtilen bilgi, beceri ve/veya yetkinlikleri gösterirler.) |
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Describe the basic econometric concepts. (2) |
Solve basic econometric problems. (3) |
Use basic econometric forecast methods. (3) |
Explain the econometrics-related terms, forecast and prediction techniques. (2) |
Analyze the validity of economic theory by using econometric techniques. (4) |
Compare the relationship between economic variables graphically, mathematically and econometrically. (4) |
Interpret the results of econometric model. (4) |
HAFTALIK DERS KONULARI VE ÖNGÖRÜLEN HAZIRLIK ÇALIŞMALARI |
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Hafta | Ön Hazırlık | Konular | Yöntem |
1 | Reading | The Nature of Econometrics and Economic Data and Revision of basic statistical concepts: Summation Operator, Expected Values, Variance, Conditional Expectations and Introduction of R Software | Lecture & Question Answer & Research |
2 | Reading | The Simple Regression Model: Definition of the Simple Regression Model and Deriving the Ordinary Least Square Estimates | Lecture & Question Answer & Research |
3 | Reading | The Simple Regression Model: Properties of OLS on Any Sample of Data and Units of Measurement and Functional Form | Lecture & Question Answer & Research |
4 | Reading | The Simple Regression Model: Expected Values and Variances of the OLS Estimators Regression through the Origin and Regression on a Constant | Lecture & Question Answer & Research |
5 | Reading | Multiple Regression Analysis: Estimation | Lecture & Question Answer & Research |
6 | Reading | Multiple Regression Analysis: Estimation | Lecture & Question Answer & Research |
7 | Reading | Multiple Regression: Inference | Lecture & Question Answer & Research |
8 | - | MID-TERM EXAM | - |
9 | Reading | Multiple Regression: Inference | Lecture & Question Answer & Research |
10 | Reading | Multiple Regression: Further Issues | Lecture & Question Answer & Research |
11 | Reading | Multiple Regression: Further Issues | Lecture & Question Answer & Research |
12 | Reading | Dummy Variables (Excluding Sub-sections 7.5-7.7 ) | Lecture & Question Answer & Research |
13 | Reading | Dummy Variables (Excluding Sub-sections 7.5-7.7 ) | Lecture & Question Answer & Research |
14 | Reading | Heteroscedasticity | Lecture & Question Answer & Research |
15 | Reading | Revision | Lecture & Question Answer & Research |
16 | - | FINAL EXAM | - |
17 | - | FINAL EXAM | - |
KAYNAKLAR |
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Wooldridge, J. M., 2012, Introductory Econometrics: A Modern Approach, 5/e., Thomson-South-Western. |
Damodar, N. G., 2004, Basic Econometrics-Damodar N. Gujarati. McGraw− Hill. |
ÖLÇME VE DEĞERLENDİRME |
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Yarıyıl İçi Yapılan Çalışmaların Ölçme ve Değerlendirmesi | Etkinlik Sayısı | Katkı Yüzdesi | Açıklama |
(0) Etkisiz | (1) En Düşük | (2) Düşük | (3) Orta | (4) İyi | (5) Çok İyi |
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0 | 1 | 2 | 3 | 4 | 5 |
KNOWLEDGE | |||||||
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Theoretical | |||||||
Program Yeterlilikleri/Çıktıları | Katkı Düzeyi | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Define the basic concepts of economics, administrative and human sciences. (Bloom 1)
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1 | |||||
2 |
Evaluate the economic environment and overall sustainability of firms. (Bloom 4)
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1 |
KNOWLEDGE | |||||||
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Factual | |||||||
Program Yeterlilikleri/Çıktıları | Katkı Düzeyi | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Relate principles and concepts of economics and finance with other disciplines. (Bloom 4)
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3 | |||||
2 |
Define principles, concepts, methods and theories related with economics and finance. (Bloom 1)
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2 |
SKILLS | |||||||
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Cognitive | |||||||
Program Yeterlilikleri/Çıktıları | Katkı Düzeyi | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Interpret the charts and tables related to the field. (Bloom 2)
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3 |
SKILLS | |||||||
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Practical | |||||||
Program Yeterlilikleri/Çıktıları | Katkı Düzeyi | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Evaluate the theoretical models of economic policies which have direct or indirect effects by using the facts and dynamics of the economic system.(Bloom 4)
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2 | |||||
2 |
Analyze economic and financial reports. ((bloom 4)
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3 | |||||
3 |
Use basic mathematics, statistics and econometric methods and tools to solve economic and financial problems. (Bloom 3)
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5 | |||||
4 |
Interpret the operation of current economic, political and social events by using institutional information related with Economics and Finance.(Bloom 2)
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2 |
OCCUPATIONAL | |||||||
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Autonomy & Responsibility | |||||||
Program Yeterlilikleri/Çıktıları | Katkı Düzeyi | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Organize economic and financial activities in humanitarian and social terms with adherence to ethics. (Bloom 4).
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1 |
OCCUPATIONAL | |||||||
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Learning to Learn | |||||||
Program Yeterlilikleri/Çıktıları | Katkı Düzeyi | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Develop a critical perspective on national and international economic, political, social, financial and development problems. (bloom 6)
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1 |
OCCUPATIONAL | |||||||
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Communication & Social | |||||||
Program Yeterlilikleri/Çıktıları | Katkı Düzeyi | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Follow the agenda on economics, politics and social issues and improve himself/ herself. (bloom 6)
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2 |
OCCUPATIONAL | |||||||
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Occupational and/or Vocational | |||||||
Program Yeterlilikleri/Çıktıları | Katkı Düzeyi | ||||||
0 | 1 | 2 | 3 | 4 | 5 | ||
1 |
Analyze current issues and problems by using the structure and properties of Macro and Microeconomics and variables. (Bloom 4)
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1 | |||||
2 |
Evaluate the effectiveness of the general economic system and public policies and their effects on markets and basic economic variables.(Bloom 4)
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2 | |||||
3 |
Analyze the cause and effect relationships between the relevant economic variables. (Bloom 4)
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3 | |||||
4 |
Evaluate the expected trends and portfolio analyzes in interest and exchange rates within the framework of the general financial system. (Bloom 4)
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1 |
DERSİN İŞ YÜKÜ VE AKTS KREDİSİ |
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Öğrenme-Öğretme Etkinlikleri İş Yükü | |||
Öğrenme-Öğretme Etkinlikleri | Etkinlik(hafta sayısı) | Süresi(saat sayısı) | Toplam İş Yükü |
Lecture & In-Class Activities | 14 | 3 | 42 |
Preliminary & Further Study | 13 | 2 | 26 |
Land Surveying | 0 | 0 | 0 |
Group Work | 0 | 0 | 0 |
Laboratory | 0 | 0 | 0 |
Reading | 0 | 0 | 0 |
Assignment (Homework) | 6 | 3 | 18 |
Project Work | 0 | 0 | 0 |
Seminar | 0 | 0 | 0 |
Internship | 0 | 0 | 0 |
Technical Visit | 0 | 0 | 0 |
Web Based Learning | 0 | 0 | 0 |
Implementation/Application/Practice | 0 | 0 | 0 |
Practice at a workplace | 0 | 0 | 0 |
Occupational Activity | 0 | 0 | 0 |
Social Activity | 0 | 0 | 0 |
Thesis Work | 0 | 0 | 0 |
Field Study | 0 | 0 | 0 |
Report Writing | 0 | 0 | 0 |
Final Exam | 1 | 1 | 1 |
Preparation for the Final Exam | 6 | 10 | 60 |
Mid-Term Exam | 1 | 1 | 1 |
Preparation for the Mid-Term Exam | 3 | 10 | 30 |
Short Exam | 0 | 0 | 0 |
Preparation for the Short Exam | 0 | 0 | 0 |
TOTAL | 44 | 0 | 178 |
Genel Toplam | 178 | ||
Toplam İş Yükü / 25.5 | 7 | ||
Dersin AKTS(ECTS) Kredisi | 7,0 |