Basic Econometrics II

Mode of Delivery

Face to Face

Prerequisites and Co-Requisites

None

Recommended Optional Programme Components

Econometrics II

Course Contents

This course covers artificial variable model (ınstrumental variable model), lagged regression model, more than one equations econometric model, simultaneous equations systems, ıdentification in simultaneous equations, model selection, simulation models, time series models.

Weekly Schedule

1) Dummy Variable Models
2) Linear, Logit and Probit Models
3) Lag Distributed Models
4) Almon, Koyck, Nerlove and Cagan Models and Estimation Process
5) Dependent Variable Lag Autoregressive Models
6) Instrumental Variables Estimation, G-OLS, Autocorrelation in Autoregressive Models
7) Error Measurement in Variables, Estimation with Time and Cross Selection Data Type
8) Midterm Examination/Assessment
9) Multi-equations Models
10) SUR Sysytems and Identification Problems
11) Estimation of Multi Equation Models, DOLS and 2SOLS
12) Criteria and Ways of Model Selection
13) Specification errors and determination.
14) .
15) .
16) .

Recommended or Required Reading

Planned Learning Activities and Teaching Methods

1) Lecture
2) Question-Answer
3) Discussion
4) Group Study
5) Self Study

Assessment Methods and Criteria

Contribution of Midterm Examination to Course Grade	40%
Contribution of Final Examination to Course Grade	60%
Total	100%

Language of Instruction

Turkish

Work Placement(s)

Not Required