MAB767 - QUANTITATIVE METHODS

Course Name Code Semester Theory
(hours/week)
Application
(hours/week)
Credit ECTS
QUANTITATIVE METHODS MAB767 Fall 3 0 3 8
PrequisitesNone
Course languageTurkish
Course typeElective 
Mode of DeliveryFace-to-Face 
Learning and teaching strategiesLecture
Drill and Practice
 
Instructor (s)Department Staff 
Course objectiveThe 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
  1. Teaches approaches that can be used in testing economic hypotheses; enables making empirical analysis in social sciences; enables understanding the findings of scientific studies that includes econometric analyses; forms a basis for understanding the advanced analyses in econometrics.
Course ContentEstimation, problems and tests in regression models; simultaneous equations and estimation methods; dynamic models; estimation with the ARMA model, ARCH models, non-stationary time series, unit root tests. 
ReferencesGujarati D. N. and Porter D. C. (2009), Basic Econometrics, Fifth Edition, McGraw-Hill.
Enders, W. (2004), Applied Econometric Time Series, 2/e Wiley.
Asteriou D. ve Hall S. G. (2011), Applied Econometrics, Palgrave MacMillan.
 

Course outline weekly

WeeksTopics
Week 1Estimation, problems and tests in regression models
Week 2Estimation, problems and tests in regression models (continue)
Week 3Estimation, problems and tests in regression models (continue)
Week 4Simultaneous equations and estimation methods
Week 5Simultaneous equations and estimation methods (continue)
Week 6Dynamic models
Week 7Dynamic models (continue)
Week 8Take-home Exam
Week 9Estimation with the ARMA model
Week 10Estimation with the ARMA model (continue)
Week 11ARCH models
Week 12ARCH models (continue)
Week 13Non-stationary time series and unit root tests
Week 14Non-stationary time series and unit root tests (continue)
Week 15Take-home Exam
Week 16Final exam

Assesment methods

Course activitiesNumberPercentage
Attendance00
Laboratory00
Application00
Field activities00
Specific practical training00
Assignments250
Presentation00
Project00
Seminar00
Midterms00
Final exam150
Total100
Percentage of semester activities contributing grade succes250
Percentage of final exam contributing grade succes150
Total100

WORKLOAD AND ECTS CALCULATION

Activities Number Duration (hour) Total Work Load
Course Duration (x14) 14 3 42
Laboratory 0 0 0
Application000
Specific practical training000
Field activities000
Study Hours Out of Class (Preliminary work, reinforcement, ect)14684
Presentation / Seminar Preparation000
Project000
Homework assignment22448
Midterms (Study duration)000
Final Exam (Study duration) 16666
Total Workload3199240

Matrix Of The Course Learning Outcomes Versus Program Outcomes

D.9. Key Learning OutcomesContrubition level*
12345
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