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
- 01 Dougherty, C. (2016). Introduction to econometrics. Oxford University Press, USA.
- 02 Damodar, N. G. (2004). Basic Econometrics-Damodar N. Gujarati. McGraw− Hill.
- 03 "lecture notes and PPT are available on www. moodle.ciu.edu.tr
Learning Outcomes
- L01 To hypothesize how one variable is determined by another. SOLO 5
- L02 To estimate the parameters of a model. SOLO 5
- L03 To assess and quantify the impact of indepndent /explanatory variables. SOLO 4
- L04 To design and outline kind of technique used to fit and analyze models. SOLO 4
- L05 To measure and interpte the significant effects of a regression estimate. SOLO 4
Program Outcomes
- 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.
- P02 2- To be able to use advanced theoretical and practical knowledge acquired in the field of Accounting and Finance.
- 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.
- 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.
- P05 5- To be able to plan and manage activities for the development of employees under the responsibility of a project.
- P06 6- To be able to determine the learning requirements in the field of Accounting and Finance and to direct their learning.
- 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.
- 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.
- 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 |