Course Name Code Semester T+U Hours Credit ECTS
Advanced Econometric Applications EKO 401 7 2 + 0 2 8
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, Testing, Homework,
2 Lecture, Drilland Practice, Testing, Homework,
3 Lecture, Drilland Practice, Testing, Homework,
4 Lecture, Testing, Homework,
Week Course Topics Preliminary Preparation
1 Causes of Structural Breaks and Testing of Structural Breaks
2 Unit root tests in the case of structural breaks
3 Unit Root Tests of Perron and Zivot-Andrews
4 Unit Root Test of Lumsdaine Papell
5 Cointegration Tests in the existence of structural breaks
6 Gregory Hansen Cointegration Test
7 Hatemi-J Cointegration Test
8 Exam
9 Residual Augmented Least Squares
10 RALS_ADF Unit Root Test
11 RALS-EG Cointegration Test
12 Fourier ADF Unit Root Test
13 Fourier KPSS Stationarity Tests
14 Toda-Yamamoto Causality Tests
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. Ara Sınav 50
1. Kısa Sınav 15
2. Kısa Sınav 15
1. Ödev 20
Total 100
1. Yıl İçinin Başarıya 50
1. Final 50
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Total Workload 0
Total Workload / 25 (Hours) 0
dersAKTSKredisi 8