Applied Econometric

Mode of Delivery

Face to Face

Prerequisites and Co-Requisites

None

Recommended Optional Programme Components

Econometrics I, Econometrics II, Economic Data Analysis, Time Series Analysis

Course Contents

This course equips candidates with in-depth knowledge on econometrics and its scope, simple regression model, properties of estimation techniques, multiple regression model, solving by matrices, types of functional forms, linear form, multiple form, semi-logarithmic form, logarithmic form, inverse form, multicollinearity, heteroscedasticity, autocorrelation.

Weekly Schedule

1) Least Square Method
2) Least Square Method
3) Generalized Moment Method
4) Maximum Likelyhood Method
5) Proxy Method
6) T and F Tests
7) T and F Tests
8) Midterm Examination/Assessment
9) Stockastic Process and Stationary
10) AR, MA ve ARMA Process
11) Partial Auto-corellation Function
12) Partial Auto-corellation Function
13) Estimation, Validity and Spesification in ARMA Models
14) Non-Stationary Time Series Models, Trend Stationary and Unit Root
15) ARIMA and Seasonal ARIMA Models
16) Final Examination

Recommended or Required Reading

Planned Learning Activities and Teaching Methods

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

Assessment Methods and Criteria

Contribution of Midterm Examination to Course Grade	30%
Contribution of Final Examination to Course Grade	70%
Total	100%

Language of Instruction

Turkish

Work Placement(s)

Not Required