Nevşehir Hacı Bektaş Veli University Course Catalogue

Information Of Programmes

INSTITUTE OF SOCIAL SCIENCES / İKT-508 - ECONOMICS (MA-WITH THESIS)

Code: İKT-508 Course Title: ADVANCED ECONOMETRICS II Theoretical+Practice: 3+0 ECTS: 5
Year/Semester of Study 1 / Spring Semester
Level of Course 2nd Cycle Degree Programme
Type of Course Optional
Department ECONOMICS (MA-WITH THESIS)
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
The main objective of the course is teach students advanced econometric methods building on their knowledge of the calssical regression model and its violations learned in econometrics. regression Each student is required to prepare a project to show their skills developed in this course

Learning Outcomes PO MME
The students who succeeded in this course:
LO-1 Select and apply appropriate statistical models pertaining to various subject areas in economics. PO-4 have theoretical and empirical information to analyze how to authorities, consumers and firms effect each other’s and how to make decision.
 		Examination
LO-2 Estimate nonlinear models. PO-10 have ability on modeling the economic theories mathematically.
 		Examination
LO-3 Analyse models with a dichotomy variable as dependent variable, specifically, the LPM, Logit, and Probit models. PO-11 have ability on defining economic variables and comment on the relationships between these variables.
 		Presentation
LO-4 Explain basic theories of stationary and nonstationary models such as the ARMA and the ARIMA models. PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis.
 		Examination
PO: Programme Outcomes
MME:Method of measurement & Evaluation

Course Contents
The course will teach advanced techniques that are required for empirical work in economics. Emphasis will be on the use and interpretation of single equation and system estimation techniques rather than on their derivation. The purpose of the course is to help students understand how to interpret economic data and conduct empirical tests of economic theories. It will focus on issues that arise in using such data, and the methodology for solving these problems. Specific topics include limited dependent variables, simultaneous equations, time series models, nonstationarity and cointegration and panel data analysis. The regression package EVIEWS will be used for empirical work
Weekly Course Content
Week Subject Learning Activities and Teaching Methods
1 Introduction Given a presentation and then lead discussion
2 TimeSeries Models Given a presentation and then lead discussion
3 TimeSeries Models-cont’d. Given a presentation and then lead discussion
4 Nonstationary Data Topic Discussion is due Given a presentation and then lead discussion
5 Dummy Dependent Variable Techniques Given a presentation and then lead discussion
6 Dummy Dependent Variable Techniques – cont’d Given a presentation and then lead discussion
7 Simultaneous Equations Given a presentation and then lead discussion
8 mid-term exam
9 Simultaneous Equationscont’d. Given a presentation and then lead discussion
10 Forecasting First Draft of paper is due Given a presentation and then lead discussion
11 Forecasting cont’d Given a presentation and then lead discussion
12 ARIMA Models Presentations Given a presentation and then lead discussion
13 Analysis of Panel Data Presentations Given a presentation and then lead discussion
14 Analysis of Panel Data Presentations Given a presentation and then lead discussion
15 Analysis of Panel Data Presentations Given a presentation and then lead discussion
16 final exam
Recommend Course Book / Supplementary Book/Reading
1 A.H. Studenmund, Using Econometrics: A Practical Guide (Beşinci Basım)A.H.
Required Course instruments and materials
book, articles

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 1 14 14
       c) Performance Project 0
       d) Prepare a workshop/Presentation/Report 1 14 14
       e) Term paper/Project 1 14 14
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; 156