Course Information

Course Information
Course Title Code Semester L+U Hour Credits ECTS
Econometrics I İKT301 5. Semester 3 + 0 3.0 5.0
Prerequisites None
Language of Instruction Turkish
Course Level Undergraduate
Course Type
Mode of delivery Face to face.
Course Coordinator Assist. Prof. Dr. HANDE ÇALIŞKAN TERZİOĞLU
Instructors HANDE ÇALIŞKAN TERZİOĞLU
Assistants
Goals The aim of this course is to understand the measurability and testability of economic theories.
Course Content Simple regression model, LCM estimation, assumptions and functioning, properties of LCM estimators, Hypothesis tests, multiple regression estimation and testing methods, alternative functions used in the regression model, deviations from the basic assumption.
Learning Outcomes - Economic model building methods are learned.
- The behavioral relationship between economic variables is established.
- Econometric model building methods and assumptions are learned.
Weekly Topics (Content)
Week Topics Learning Methods
1. Week Introduction to Econometrics Verbal Expression Visual Presentation
2. Week Simple Regression – Least Squares Method, Assumptions and Operation Verbal Expression Visual Presentation Preparation, After Class Study
3. Week Simple Regression – Least Squares Method, Assumptions and Operation Preparation, After Class Study Visual Presentation Verbal Expression
4. Week Simple Regression – Parameter Significance Tests, Practice Preparation, After Class Study Visual Presentation Verbal Expression
5. Week Desired Features of LCM Estimators, Hypothesis Tests, Estimation and Practice Visual Presentation Preparation, After Class Study Verbal Expression
6. Week Multiple Regression Analysis – Model, Estimation and Interpretation, Practice Verbal Expression Preparation, After Class Study Visual Presentation
7. Week Multiple regression analysis: Expected value and variance of LCM estimators, Gauss-Markov theorem Preparation, After Class Study Visual Presentation Verbal Expression
8. Week MIDTERM EXAM
9. Week Multiple Regression Analysis – Significance Tests, Confidence interval, hypothesis testing for linear combinations of parameters, multiple linear constraint testing Visual Presentation Preparation, After Class Study Verbal Expression
10. Week Multiple regression analysis: Effect of scaling of data on LCM estimators and functional forms, selection of explanatory variables, analysis of estimation and errors, practice Verbal Expression Preparation, After Class Study Visual Presentation
11. Week Deviations from Basic Assumptions, Multicollinearity, Heteroscedasticity Visual Presentation Preparation, After Class Study Verbal Expression
12. Week Deviations from Basic Assumptions, Autocorrelation Verbal Expression Visual Presentation Preparation, After Class Study
13. Week Functional Forms in Regression Models Preparation, After Class Study Verbal Expression Visual Presentation
14. Week Solution of Regression Model with Matrices, Practice Verbal Expression Research Visual Presentation
Recommended Sources
Tarı, Recep. (2015). Ekonometri, 11. Baskı, Umuttepe Yayınları
Relations with Education Attainment Program Course Competencies
Program Requirements Contribution Level DK1 DK2 DK3 Measurement Method
PY1 5 5 5 5 -
PY2 5 5 5 5 -
PY3 4 5 5 5 -
PY4 3 2 2 2 -
PY5 5 5 5 5 -
PY6 4 4 4 4 -
PY7 5 3 3 3 -
PY8 4 2 2 2 -
PY9 4 4 4 4 -
PY10 1 4 4 4 -
PY11 2 4 4 4 -
PY12 2 0 0 0 -
PY13 1 5 5 5 -
PY14 1 2 2 2 -
*DK = Course's Contrubution.
0 1 2 3 4 5
Course's Level of contribution None Very Low Low Fair High Very High
Method of assessment/evaluation Written exam Oral Exams Assignment/Project Laboratory work Presentation/Seminar
ECTS credits and course workload
Event Quantity Duration (Hour) Total Workload (Hour)
Midterm 1 1 20 20
Homework 1 14 2 28
Homework 2 1 7.5 7.5
Final 1 30 30
Classroom Activities 14 3 42
Total Workload 127.5
ECTS Credit of the Course 5.0