Mathematics, Mathematics for Economists, Statistics I, Statistics II, and Econometrics I
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.
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.
—Damodar N. Gujurati (2001), Temel Ekonometri, Çevirenler: Gülay Güllük Şenesen ve Ümit Şenesen, Literatür Yayınları, İstanbul.
— 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.
Midterm 30 % and Final 70%
Semester Course Plan
Traditional Econometric Methods
Modern Econometric Approaches
Regression Analysis with Dummy Independent Variables
Regression Analysis with a Dichotomous Dependent Variable: Linear Probability Model
Regression Analysis with a Dichotomous Dependent Variable: Logit Model
Regression Analysis with a Dichotomous Dependent Variable: Probit Model
Regression Analysis with a Dichotomous Dependent Variable: Tobit Model
Data Types and Econometric Analysis
Time Series Analysis I
Time Series Analysis II
Panel Data Analysis I
Panel Data Analysis II
Econometric Models and Economic Policy Evaluation
Econometric Models and Economic Policy Suggestions