PhD Econometrics

Prerequisite (s)
Undergraduate Econometrics I, Undergraduate Econometrics II, Undergraduate Applied Econometrics, and Econometrics at Master Level

Course Aim
This course introduces the econometric models employed in testing and evaluating economic models.

Course Goals
Learning how to construct economic models
Learning how to construct econometric models

Course Learning Outs and Proficiencies

The main learning output of this course is to teach how to construct econometrics model employed in testing theoretical economic models. The course makes a significant contribution to the learning output by covering latest developments in econometric modeling techniques.


Required Readings:
—James H. Stock and Mark W. Watson (2007), Introduction to Econometrics: International Edition, Addison-Wesley, Boston.
Suggested Readings:
-William H. Greene (1997), Econometric Analysis, Prentice-Hall, New Jersey.
-James D. Hamilton (1994), Times Series Analysis, Princeton University Pres, New Jersey.
-Myoung-Jae Lee (2002), Panel Data Econometrics: Methods-of-moments and Limited Dependent Variables, Academic Press, San Diego.


Assessment Criteria

Mİdterm 30% and Final 70%


Semester Course Plan


Week/Subjects
1
Economic Models and Theoretical Approaches I
2
Economic Models and Theoretical Approaches II
3
Review of Mathematical Statistics I
4
Review of Mathematical Statistics II
5
Multiple Regression Analysis Using Least Squares Approach
6
Hypothesis Testing in Multiple Regression Analysis Using Least Square Approach
7
Deviations from the Assumptions of the Classical Model
8
Regression Analysis Employing a Dichotomous Dependent Variable and Independent
Variables I
9
Regression Analysis Employing a Dichotomous Dependent Variable and Independent
Variables II
10
Time Series Regression Analysis I
11
Time Series Regression Analysis II
12
Panel Data Analysis I
13
Panel Data Analysis II
14
Alternative Modeling Approaches