Description of Individual Course Units
Course Unit CodeCourse Unit TitleType of Course UnitYear of StudySemesterNumber of ECTS Credits
190400106101ECONOMETRIC ANALYSIS-IICompulsory368
Level of Course Unit
First Cycle
Objectives of the Course
The aim of this course is to teach the application of econometric methods (time series, panel data).
Name of Lecturer(s)
Dr. Öğr. Üyesi Ayaz Yusuf Altın
Learning Outcomes
1To use of forecasting and inference methods required for econometric analysis of time series and panel data
2To choose the appropriate econometric analysis method and use STATA
3To establish the connection between theoretical time series and panel data econometrics and economic variables
Mode of Delivery
Daytime Class
Prerequisites and co-requisities
none
Recommended Optional Programme Components
none
Course Contents
Times Series Analysis, Panel Data Analysis
Weekly Detailed Course Contents
WeekTheoreticalPracticeLaboratory
1Flexibility Calculation with Regression AnalysisApplication of Eviewsnone
2Dummy Variable ModelsApplication of Eviewsnone
3Solving a Sample ProblemApplication in STATA none
4Inroduction to Time SeriesIntroduction of STATAnone
5The Concept of Stationary in Time Series and the Stationary of Time SeriesApplication of STATAnone
6Solving a Sample ProblemApplication in STATAnone
7 Tests for Determining the Stationary of Time SeriesApplication in STATAnone
8Co-integration AnalysisApplication in STATA none
9Midtermnonenone
10Panel Data ModelsApplication in STATAnone
11Estimation of Panel Data ModelsApplication in STATAnone
12Solving a Sample ProblemApplication in STATAnone
13Test of Assumptions of Panel Data ModelsApplication in STATAnone
14Panel Unit Root TestApplication in STATAnone
15Finalnonenone
Recommended or Required Reading
Badi Baltagi. Econometric Analysis of Panel Data. John Wiley&Sons.2005 Cameron ve Triverdi. Microeconometrics Using STATA. Stata Press.2009 Jeffery Wooldridge. Introductory Econometrics. A Modern Approach. Second Edition. South-Western Collage Pub. 2002
Planned Learning Activities and Teaching Methods
Assessment Methods and Criteria
Term (or Year) Learning ActivitiesQuantityWeight
Midterm Examination140
Attending Lectures1340
Problem Solving420
SUM100
End Of Term (or Year) Learning ActivitiesQuantityWeight
Final Examination1100
SUM100
Term (or Year) Learning Activities40
End Of Term (or Year) Learning Activities60
SUM100
Language of Instruction
Turkish
Work Placement(s)
none
Workload Calculation
ActivitiesNumberTime (hours)Total Work Load (hours)
Midterm Examination11010
Final Examination11010
Attending Lectures13339
Problem Solving41040
Individual Study for Mid term Examination81080
Individual Study for Final Examination51050
TOTAL WORKLOAD (hours)229
Contribution of Learning Outcomes to Programme Outcomes
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1
PO
2
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3
PO
4
PO
5
PO
6
PO
7
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8
PO
9
PO
10
PO
11
PO
12
PO
13
PO
14
PO
15
PO
16
PO
17
LO155155551155155153
LO255155551155155153
LO355155551155155153
* Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High
 
Iğdır University, Iğdır / TURKEY • Tel (pbx): +90 476 226 13 14 • e-mail: info@igdir.edu.tr