| Course Unit Code | Course Unit Title | Type of Course Unit | Year of Study | Semester | Number of ECTS Credits | | 140400106200 | ECONOMETRIC ANALYSIS-II | Compulsory | 3 | 6 | 5 |
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| 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 |
| 1 | To use of forecasting and inference methods required for econometric analysis of time series and panel data | | 2 | To choose the appropriate econometric analysis method and use STATA | | 3 | To establish the connection between theoretical time series and panel data econometrics and economic variables |
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| 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 |
|
| 1 | Flexibility Calculation with Regression Analysis | Application of Eviews | none | | 2 | Dummy Variable Models | Application of Eviews | none | | 3 | Solving a Sample Problem | Application in STATA | none | | 4 | Inroduction to Time Series | Introduction of STATA | none | | 5 | The Concept of Stationary in Time Series and the Stationary of Time Series | Application of STATA | none | | 6 | Solving a Sample Problem | Application in STATA | none | | 7 |
Tests for Determining the Stationary of Time Series | Application in STATA | none | | 8 | Co-integration Analysis | Application in STATA | none | | 9 | Midterm | none | none | | 10 | Panel Data Models | Application in STATA | none | | 11 | Estimation of Panel Data Models | Application in STATA | none | | 12 | Solving a Sample Problem | Application in STATA | none | | 13 | Test of Assumptions of Panel Data Models | Application in STATA | none | | 14 | Panel Unit Root Test | Application in STATA | none | | 15 | Final | none | none |
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| 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 |
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| Assessment Methods and Criteria | |
| Midterm Examination | 1 | 40 | | Attending Lectures | 13 | 40 | | Problem Solving | 4 | 20 | | SUM | 100 | |
| Final Examination | 1 | 100 | | SUM | 100 | | Term (or Year) Learning Activities | 40 | | End Of Term (or Year) Learning Activities | 60 | | SUM | 100 |
| | Language of Instruction | | Turkish | | Work Placement(s) | | none |
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| Workload Calculation |
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| Midterm Examination | 1 | 1 | 1 |
| Final Examination | 1 | 1 | 1 |
| Attending Lectures | 13 | 3 | 39 |
| Problem Solving | 4 | 3 | 12 |
| Individual Study for Mid term Examination | 8 | 7 | 56 |
| Individual Study for Final Examination | 5 | 7 | 35 |
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| Contribution of Learning Outcomes to Programme Outcomes |
| LO1 | 5 | 5 | 1 | 5 | 5 | 5 | 5 | 1 | 1 | 5 | 5 | 1 | 5 | 5 | 1 | 5 | 3 | | LO2 | 5 | 5 | 1 | 5 | 5 | 5 | 5 | 1 | 1 | 5 | 5 | 1 | 5 | 5 | 1 | 5 | 3 | | LO3 | 5 | 5 | 1 | 5 | 5 | 5 | 5 | 1 | 1 | 5 | 5 | 1 | 5 | 5 | 1 | 5 | 3 |
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| * Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High |
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Iğdır University, Iğdır / TURKEY • Tel (pbx): +90 476
226 13 14 • e-mail: info@igdir.edu.tr
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