Nevşehir Hacı Bektaş Veli University Course Catalogue

Information Of Programmes

FACULTY OF ECONOMICS & ADMINISTRATIVE SCIENCES / İKT432 - ECONOMICS

Code: İKT432 Course Title: APPLIED ECONOMETRICS: PANEL DATA ANALYSIS Theoretical+Practice: 3+0 ECTS: 4
Year/Semester of Study 4 / Spring Semester
Level of Course 1st Cycle Degree Programme
Type of Course Optional
Department ECONOMICS
Pre-requisities and Co-requisites None
Mode of Delivery Face to Face
Teaching Period 14 Weeks
Name of Lecturer SERAP ÇOBAN (seraps@nevsehir.edu.tr)
Name of Lecturer(s)
Language of Instruction Turkish
Work Placement(s) None
Objectives of the Course
Provide both theoretical and practical knowledge about panel data analysis.

Learning Outcomes PO MME
The students who succeeded in this course:
LO-1 can define panel data. PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis.
PO-10 have ability on modeling the economic theories mathematically.
PO-11 have ability on defining economic variables and comment on the relationships between these variables.
PO-12 know the stages that need to apply in a research and do research.
Examination
LO-2 can employ panel data in econometric applications. PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis.
PO-10 have ability on modeling the economic theories mathematically.
PO-11 have ability on defining economic variables and comment on the relationships between these variables.
PO-12 know the stages that need to apply in a research and do research.
Examination
LO-3 can conduct an econometric study. PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis.
PO-10 have ability on modeling the economic theories mathematically.
PO-11 have ability on defining economic variables and comment on the relationships between these variables.
PO-12 know the stages that need to apply in a research and do research.
Examination
PO: Programme Outcomes
MME:Method of measurement & Evaluation

Course Contents
Panel data, panel cointegration, panel causality, panel VAR, issues such as panel ARDL.
Weekly Course Content
Week Subject Learning Activities and Teaching Methods
1 Econometric methodology Lecturing and discussion
2 Techniques of econometric analysis Lecturing and discussion
3 Econometric data Lecturing and discussion
4 Time series Lecturing and discussion
5 Cross section data Lecturing and discussion
6 Panel data Lecturing and discussion
7 Econometric problems on data Lecturing and discussion
8 mid-term exam
9 Properties of panel data Lecturing and discussion
10 Panel data analysis Lecturing and discussion
11 Assumptions of panel data analysis Lecturing and discussion
12 Panel regression Conducting an analysis
13 Panel VAR Conducting an analysis
14 Panel cointegration Conducting an analysis
15 Panel causality Conducting an analysis
16 final exam
Recommend Course Book / Supplementary Book/Reading
1 D. N. Gujarati (2002), Basic Econometrics, McGraw-Hill
Required Course instruments and materials
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 4 7 28
final exam 1 1 1
0
0
Total work load; 121