Course Name Code Semester T+U Hours Credit ECTS
Nonlinear Time Series Analysis EKO 302 6 2 + 0 2 5
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Level Bachelor's Degree
Course Type Compulsory
Course Coordinator Doç.Dr. VELİ YILANCI
Course Lecturers Doç.Dr. VELİ YILANCI,
Course Assistants
Course Category Field Proper Education
Course Objective
Course Content
# Course Learning Outcomes Teaching Methods Assessment Methods
1 Lecture, Homework,
2 Lecture, Problem Solving, Testing,
3 Lecture, Problem Solving, Testing, Homework,
4 Lecture, Problem Solving, Testing, Homework,
5 Lecture, Testing,
Week Course Topics Preliminary Preparation
1 The Differences between linearity and nonlinearity Lecture Notes
2 Linearity Tests - I Lecture Notes
3 Linearity Tests - II Lecture Notes
4 Nonlinear Models I: TAR Models Lecture Notes
6 Testing and Estimating TAR models Lecture notes
7 Testing and Modelling STAR Models II Lecture notes
8 Exam
9 Testing and Estimating STAR Models II Lecture Notes
10 Unit Root Tests Based on STAR Models Lecture Notes
11 TAR Unit Root Tests Lecture Notes
12 TAR Cointegration Tests I Lecture Notes
13 TAR Cointegration Tests II Lecture Notes
14 STAR Cointegration Tests Lecture Notes
Resources
Course Notes
Course Resources
Order Program Outcomes Level of Contribution
1 2 3 4 5
1 X
2 X
3 X
4 X
5
6 X
7 X
8 X
9 X
10 X
11 X
12 X
Evaluation System
Semester Studies Contribution Rate
1. Ödev 20
1. Ara Sınav 15
1. Kısa Sınav 15
2. Kısa Sınav 50
Total 100
1. Final 60
1. Yıl İçinin Başarıya 40
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Course Duration (Including the exam week: 16x Total course hours) 16 2 32
Mid-terms 1 20 20
Quiz 2 15 30
Assignment 1 20 20
Final examination 1 30 30
Total Workload 132
Total Workload / 25 (Hours) 5.28
dersAKTSKredisi 5