Undergraduate Econometrics II

Prerequisite (s)
Mathematics, Mathematics for Economists, Statistics I, Statistics II, and Econometrics I

Course Aim
This aim of this course is to teach specific econometric subjects together with time series and panel data analysis. Furthermore, it also intends to cover latest developments in econometric methods.

Course Goals
Learning specific econometric subjects.
Learning how to construct, estimate and assess times series models.
Learning how to construct, estimate and assess panel data models models.
Ability to follow latest developments in econometric modeling techniques.
Learning how to use econometric models in evaluating economic policies.
Learning how to use the results of econometric models in economic policy suggestions.



Course Learning Outs and Proficiencies

The main learning output of this course is to teach specific econometric methods and how to follow latest developments in econometric analysis. Evaluation of economic policies in the framework of the results obtained from econometric models and economic policy suggestions are two other important learning outputs of this course.





Required Readings:
—Damodar N. Gujurati (2001), Temel Ekonometri, Çevirenler: Gülay Güllük Şenesen ve Ümit Şenesen, Literatür Yayınları, İstanbul.

Suggested Readings:

— Peter Kennedy (2006), Ekonometri Kılavuzu, Çevirenler: Muzaffer Sarımeşeli ve Şenay Açıkgöz, Gazi Kitabevi, Ankara.
— Tümay Ertek (1996), Ekonometriye Giriş, Beta, İstanbul.
— James H. Stock and Mark W. Watson (2007), Introduction to Econometrics: International Eddition, Addison-Wesley, Boston.

Assessment Criteria
Midterm 30 % and Final 70%

Semester Course Plan

Week/Subjects
1
Traditional Econometric Methods
2
Modern Econometric Approaches
3
Regression Analysis with Dummy Independent Variables
4
Regression Analysis with a Dichotomous Dependent Variable: Linear Probability Model
5
Regression Analysis with a Dichotomous Dependent Variable: Logit Model
6
Regression Analysis with a Dichotomous Dependent Variable: Probit Model
7
Regression Analysis with a Dichotomous Dependent Variable: Tobit Model
8
Data Types and Econometric Analysis
9
Time Series Analysis I
10
Time Series Analysis II
11
Panel Data Analysis I
12
Panel Data Analysis II
13
Econometric Models and Economic Policy Evaluation
14
Econometric Models and Economic Policy Suggestions