Course Name Code Semester T+U Hours Credit ECTS
Advanced Time Series Analsis EKO 352 6 2 + 0 2 5
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Level Bachelor's Degree
Course Type Optional
Course Coordinator Prof.Dr. HİLAL YILDIZ
Course Lecturers Prof.Dr. HİLAL YILDIZ,
Course Assistants
Course Category Field Proper Education
Course Objective
Course Content
# Course Learning Outcomes Teaching Methods Assessment Methods
1 Lecture, Question-Answer, Discussion, Drilland Practice, Testing, Homework,
Week Course Topics Preliminary Preparation
1 Stationarity
2 Unit root tests
3 The Unit root tests of structural breakpoint
4 The unit root tests of structural breakpoint
5 The Models of E-GARCH,THARCH,PARCH
6 Engle Granger Model
7 VAR model
8 VAR Model
9 Cointegration model
10 Johansen Model,VECM
11 Hatemi-J Causality tests
12 Toda-Yamamato model
13 MWALD model
14 Case study presentations
Resources
Course Notes
Course Resources
Order Program Outcomes Level of Contribution
1 2 3 4 5
1 X
2 X
3
4 X
5
6 X
7 X
8 X
9
10 X
11 X
12 X
Evaluation System
Semester Studies Contribution Rate
1. Ara Sınav 60
1. Kısa Sınav 10
1. Ödev 20
2. Kısa Sınav 10
Total 100
1. Yıl İçinin Başarıya 50
1. Final 50
Total 100
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Course Duration (Including the exam week: 16x Total course hours) 16 2 32
Hours for off-the-classroom study (Pre-study, practice) 16 2 32
Mid-terms 1 12 12
Quiz 2 8 16
Assignment 1 7 7
Final examination 1 14 14
Total Workload 113
Total Workload / 25 (Hours) 4.52
dersAKTSKredisi 5