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TR

ECONOMETRICS

Course
ECON304 - ECONOMETRICS
Department
Economics - English - Undergraduate
Course Type
Course
Status
Required
Language
English
Credit
3
ECTS
6
T+P+L
3 + 0 + 0
Course Coordinator(s)
Assoc. Prof. Dr. Demet BETON KALMAZ
Prerequisite
-
Keywords

Course Description

The objective of this course is to provide the basic knowledge of econometrics that is a necessity for any serious economist or social scientist, to a level where the participant would be competent to continue with the study of the subject in a graduate programme. While the course is ambitious in terms of its coverage of technical topics, equal importance is attached to the development of an intuitive understanding of the material that will allow these skills to be utilised effectively and creatively, and to give participants the foundation for understanding specialized applications through self study with confidence when needed.

ECONOMETRICS

Evaluation Tools (Active Term)

Item Type Weight (%)
Quiz 1 Quiz 15
Quiz 2 Quiz 15
Midterm Midterm 30
Final Final 40
Total 100

Course outcomes

No course outcomes have been defined yet.

Course Syllabus

Week Topic
Week 1 Introduction
Week 2 Statistical Review: Random variable
Week 3 Review: Sampling, Estimation (covaraince, variance, correlation)
Week 4 Review: Estimation and Inferences
Week 5 Simple regression analysis
Week 6 Properties of the regression coefficient and hypothesis testing
Week 7 Midterm exam
Week 8 Midterm exam
Week 9 Properties of the regression coefficient and hypothesis testing
Week 10 Multiple regression analysis
Week 11 Multiple regression analysis
Week 12 Nonlinear models and transformations of variables
Week 13 Dummy variables
Week 14 Specification of regression variables
Week 15 Final exam

Reference Books & Course Materials

  1. 01 Dougherty, C. (2016). Introduction to econometrics. Oxford University Press, USA.
  2. 02 Damodar, N. G. (2004). Basic Econometrics-Damodar N. Gujarati. McGraw− Hill.
  3. 03 "lecture notes and PPT are available on www. moodle.ciu.edu.tr

Learning Outcomes

  1. L01 To hypothesize how one variable is determined by another. SOLO 5
  2. L02 To estimate the parameters of a model. SOLO 5
  3. L03 To assess and quantify the impact of indepndent /explanatory variables. SOLO 4
  4. L04 To design and outline kind of technique used to fit and analyze models. SOLO 4
  5. L05 To measure and interpte the significant effects of a regression estimate. SOLO 4

Program Outcomes

  1. P01 1- To have advanced theoretical and practical knowledge supported by textbooks, application tools and other resources including current information in the field of Accounting and Finance.
  2. P02 2- To be able to use advanced theoretical and practical knowledge acquired in the field of Accounting and Finance.
  3. P03 3- To be able to interpret and evaluate data, identify problems, analyze and develop solutions based on research and evidence by using advanced knowledge and skills acquired in the field of Accounting and Finance.
  4. P04 4- To be able to take responsibility as an individual and a team member in order to solve complex and unpredictable problems in accounting and finance applications.
  5. P05 5- To be able to plan and manage activities for the development of employees under the responsibility of a project.
  6. P06 6- To be able to determine the learning requirements in the field of Accounting and Finance and to direct their learning.
  7. P07 7- To be able to inform people and institutions about issues related to the field of accounting and finance, and to be able to transfer their ideas and solution proposals in writing and orally.
  8. P08 8- To be able to use information and communication technologies together with computer software at the European Computer Driving License Advanced Level required by the field of Accounting and Finance.
  9. P09 9- To act in accordance with social, scientific, cultural and ethical values in the stages of collecting, interpreting, applying and announcing the results related to the field of accounting and finance.

Po-Lo Matrix

LO P01 P02 P03 P04 P05 P06 P07 P08 P09 Average
L01 1 0 0 0 0 0 0 0 0 0.11
L02 0 0 0 0 0 0 0 0 0 0
L03 0 0 0 0 0 0 0 0 0 0
L04 0 0 0 0 0 0 0 0 0 0
L05 0 0 0 0 0 0 0 0 0 0