MAB772 - ECONOMETRIC APPLICATIONS
| Course Name | Code | Semester | Theory (hours/week) |
Application (hours/week) |
Credit | ECTS |
|---|---|---|---|---|---|---|
| ECONOMETRIC APPLICATIONS | MAB772 | Spring | 3 | 0 | 3 | 8 |
| Prequisites | None | |||||
| Course language | Turkish | |||||
| Course type | Elective | |||||
| Mode of Delivery | Face-to-Face | |||||
| Learning and teaching strategies | Lecture Drill and Practice | |||||
| Instructor (s) | Department Staff | |||||
| Course objective | The aim of the course is to teach the theoretical basis of the regression analysis and the time series econometrics and apply it to economic models by using an econometrics software; and to teach methods that can be used in testing some of the economic hypotheses empirically. | |||||
| Learning outcomes |
| |||||
| Course Content | Estimation and tests in vector autoregression (VAR) model; single equation and multivariate cointegration techniques; estimation of the panel data models; panel unit root tests and panel cointegration | |||||
| References | Enders, W. (2004), Applied Econometric Time Series, 2/e Wiley. Asteriou D. ve Hall S. G. (2011), Applied Econometrics, Palgrave MacMillan. Baltagi, B. H. (2008), Econometric Analysis Of Panel Data, Fourth Edition, Wiley. | |||||
Course outline weekly
| Weeks | Topics |
|---|---|
| Week 1 | Estimation and tests in vector autoregression (VAR) model |
| Week 2 | Estimation and tests in vector autoregression (VAR) model (continue) |
| Week 3 | Estimation and tests in vector autoregression (VAR) model (continue) |
| Week 4 | Single equation and multivariate cointegration techniques |
| Week 5 | Single equation and multivariate cointegration techniques (continue) |
| Week 6 | Single equation and multivariate cointegration techniques (continue) |
| Week 7 | Take-home Exam |
| Week 8 | Estimation of the panel data models |
| Week 9 | Estimation of the panel data models (continue) |
| Week 10 | Estimation of the panel data models (continue) |
| Week 11 | Panel unit root tests and panel cointegration |
| Week 12 | Panel unit root tests and panel cointegration (continue) |
| Week 13 | Panel unit root tests and panel cointegration (continue) |
| Week 14 | Take-home Exam |
| Week 15 | Final exam |
Assesment methods
| Course activities | Number | Percentage |
|---|---|---|
| Attendance | 0 | 0 |
| Laboratory | 0 | 0 |
| Application | 0 | 0 |
| Field activities | 0 | 0 |
| Specific practical training | 0 | 0 |
| Assignments | 2 | 50 |
| Presentation | 0 | 0 |
| Project | 0 | 0 |
| Seminar | 0 | 0 |
| Midterms | 0 | 0 |
| Final exam | 1 | 50 |
| Total | 100 | |
| Percentage of semester activities contributing grade succes | 2 | 50 |
| Percentage of final exam contributing grade succes | 1 | 50 |
| Total | 100 | |
WORKLOAD AND ECTS CALCULATION
| Activities | Number | Duration (hour) | Total Work Load |
|---|---|---|---|
| Course Duration (x14) | 14 | 3 | 42 |
| Laboratory | 0 | 0 | 0 |
| Application | 14 | 3 | 42 |
| Specific practical training | 0 | 0 | 0 |
| Field activities | 0 | 0 | 0 |
| Study Hours Out of Class (Preliminary work, reinforcement, ect) | 14 | 6 | 84 |
| Presentation / Seminar Preparation | 0 | 0 | 0 |
| Project | 0 | 0 | 0 |
| Homework assignment | 2 | 34 | 68 |
| Midterms (Study duration) | 0 | 0 | 0 |
| Final Exam (Study duration) | 1 | 44 | 44 |
| Total Workload | 45 | 90 | 280 |
Matrix Of The Course Learning Outcomes Versus Program Outcomes
| D.9. Key Learning Outcomes | Contrubition level* | ||||
|---|---|---|---|---|---|
| 1 | 2 | 3 | 4 | 5 | |
| 1. The student deepens the actual and advanced knowledge in his/her field by leaning to his/her graduate competence, reaches original definations to bring innovation to his/her field. The student realized interdisciplinary interaction andcome to original conclusions by using expert's knowledge in analysis, synthesis and evaluation of new and complex ideas. | X | ||||
| 2. The student has knowledge and interpretation skills about economic and fiscal phases of societies and relations between societies. | X | ||||
| 3. The student has the skill of knowledge transferring the knowledge in his/her filed. | X | ||||
| 4. The student has mastered basic knowledge of statistics and processes of reasonning which are necessary for his/her field. | X | ||||
| 5. The student has skills of analyzing teh knowledge he/she acquired in his/her field, interpreting and evaluating them using the knowledge he/she brought from other fields, making suggestions for solution, evaluating critical approaches. Within the process he/she behaves in harmony with cultural, scientific and ethical values. | X | ||||
| 6. The student can prepare reports and works inaccordance with academic rules in the light of the knowledge he/she acquired in his/her field. | X | ||||
| 7. The student produces new information by interpreting the acqired knowledge. He/she makes original presentations in national and/or international meetings, has published at least one article as an individual or within the team. | X | ||||
| 8. The student aware of the continuity of education an learning. | X | ||||
*1 Lowest, 2 Low, 3 Average, 4 High, 5 Highest