Nevşehir Hacı Bektaş Veli University Course Catalogue

Information Of Programmes

FACULTY OF ECONOMICS & ADMINISTRATIVE SCIENCES / İKT304 - ECONOMICS

Code: İKT304 Course Title: ECONOMETRICS II Theoretical+Practice: 3+0 ECTS: 4
Year/Semester of Study 3 / Spring Semester
Level of Course 1st Cycle Degree Programme
Type of Course Compulsory
Department ECONOMICS
Pre-requisities and Co-requisites None
Mode of Delivery Face to Face
Teaching Period 14 Weeks
Name of Lecturer ANIL BÖLÜKOĞLU (anil.bolukoglu@nevsehir.edu.tr)
Name of Lecturer(s)
Language of Instruction Turkish
Work Placement(s) None
Objectives of the Course
It is aimed to learn to student that how micro and macro models are commented.

Learning Outcomes PO MME
The students who succeeded in this course:
LO-1 Use models for panel data. PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis.
Examination
LO-2 Use simultaneous equation models, identification, and the indirect and twostep least squares methods; dynamic models with timedelayed explanatory variables; Granger causality test. PO-4 have theoretical and empirical information to analyze how to authorities, consumers and firms effect each other and how to make decision.
Examination
LO-3 Estimate nonlinear models. PO-10 have ability on modeling the economic theories mathematically.
Presentation
LO-4 Select and apply appropriate statistical models pertaining to various subject areas in economics. PO-11 have ability on defining economic variables and comment on the relationships between these variables.
Performance Project
PO: Programme Outcomes
MME:Method of measurement & Evaluation

Course Contents
Multivariate regression models and clasical asumptions about econometrics, econometric problems such as: serial correlation, Heteroskedasticity and functional form.
Weekly Course Content
Week Subject Learning Activities and Teaching Methods
1 Problem for forecasting Given a presentation and then lead discussion
2 Linear regression model Given a presentation and then lead discussion
3 Matrix Approach Given a presentation and then lead discussion
4 Multiple linear connection Given a presentation and then lead discussion
5 Heteroscedasticity Given a presentation and then lead discussion
6 Serial correlation I Given a presentation and then lead discussion
7 Serial correlation II Given a presentation and then lead discussion
8 mid-term exam
9 Modelling Given a presentation and then lead discussion
10 Dummy Variables Given a presentation and then lead discussion
11 Linear probability model Given a presentation and then lead discussion
12 Probit model Given a presentation and then lead discussion
13 AR model Given a presentation and then lead discussion
14 Lag models I Given a presentation and then lead discussion
15 Lag models II Given a presentation and then lead discussion
16 final exam
Recommend Course Book / Supplementary Book/Reading
1 Basic Econometrics , Damodar N. Gujarati, 3. Baskı
Required Course instruments and materials
course book

Assessment Methods
Type of Assessment Week Hours Weight(%)
mid-term exam 8 1 40
Other assessment methods
1.Oral Examination
2.Quiz
3.Laboratory exam
4.Presentation
5.Report
6.Workshop
7.Performance Project
8.Term Paper
9.Project
final exam 16 1 60

Student Work Load
Type of Work Weekly Hours Number of Weeks Work Load
Weekly Course Hours (Theoretical+Practice) 3 14 42
Outside Class
       a) Reading 2 14 28
       b) Search in internet/Library 0
       c) Performance Project 0
       d) Prepare a workshop/Presentation/Report 0
       e) Term paper/Project 0
Oral Examination 0
Quiz 0
Laboratory exam 0
Own study for mid-term exam 3 7 21
mid-term exam 1 1 1
Own study for final exam 3 7 21
final exam 1 1 1
0
0
Total work load; 114