Course Unit Code | Course Unit Title | Type of Course Unit | Year of Study | Semester | Number of ECTS Credits | İKT-23-119 | | Elective | 1 | 1 | 6 |
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Level of Course Unit |
Second Cycle |
Objectives of the Course |
The aim of this course is to enable the student to measure and evaluate the theoretical knowledge gained from Microeconomics and Macroeconomics courses in a practical way with a panel data structure that combines crosssection and time series data. This course is practical. |
Name of Lecturer(s) |
Dr. Öğr. Üyesi Murat EREN |
Learning Outcomes |
1 | Basic Concepts in Panel Data and Advantages of Using Panel Data | 2 | Linear Panel Data Models | 3 | One way Cross and/or Time Effects Panel Data Models and Estimation Methods | 4 | Two and Multi Effects Panel Data Models | 5 | The Choices between Estimation Methods and Testing Underlying Assumptions |
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Mode of Delivery |
Daytime Class |
Prerequisites and co-requisities |
None |
Recommended Optional Programme Components |
None |
Course Contents |
Basic concepts of panel data, Advantages of using panel data, Covariance analysis, One-way and two-way error-regression models: Random and fixed effect models, Hypothesis tests, Random coefficient models, Deviations from the Assumptions, Application with package programs. |
Weekly Detailed Course Contents |
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1 | Panel Data, Basic Concepts, Advantages and Problems of Using Panel Data | | | 2 | Statistical Software for Panel Data, General View and Windows, Introduction to Panel Data Models with software | | | 3 | Linear Panel Data Models and Estimation Methods | | | 4 | Estimation of Panel Data Models - Application with Package Programs | | | 5 | One Way- Cross Sectional Effect Panel Data Models and Estimation Methods | | | 6 | One Way Cross Sectional Effect Panel Data Models and Estimation Methods-Maximum Likelihood, Generalized Least Squares Methods | | | 7 | Random Effects Models | | | 8 | Midterm 1 | | | 9 | One Way- Time Effect, Two way and Multi effect Panel Data Models | | | 10 | The Choices between Estimation Methods on Panel Data Models | | | 11 | The Tests for deviations from underlying assumptions | | | 12 | Applied Panel Data Analysis with STATA General Application – 1 | | | 13 | Applied Panel Data Analysis with STATA General Application – 2 | | | 14 | Final | | |
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Recommended or Required Reading |
• STATA ile Panel Veri Modelleri, Editör:Selahattin Güriş, Der Yayınları İstanbul,2015
• Panel Veri Ekonometrisi, Ferda Yerdelen Tatoğlu, Beta Yayınları, İstanbul 2013
• Matyas, Laszlo; Sevestre, Patrick “The Econometrics of Panel Data, a Handbook of the Theory with Applications” 2.th edition, Kluwer Academic Publishers, 1996 |
Planned Learning Activities and Teaching Methods |
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Assessment Methods and Criteria | |
Midterm Examination | 1 | 50 | Homework | 1 | 50 | 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 | | Work Placement(s) | None |
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Workload Calculation |
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Midterm Examination | 1 | 2 | 2 |
Final Examination | 1 | 2 | 2 |
Attending Lectures | 13 | 3 | 39 |
Self Study | 14 | 5 | 70 |
Individual Study for Mid term Examination | 1 | 20 | 20 |
Individual Study for Final Examination | 1 | 20 | 20 |
Homework | 13 | 2 | 26 |
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Contribution of Learning Outcomes to Programme Outcomes |
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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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