• YUKSEK_LISANS
  • INSTITUTE OF SOCIAL SCIENCES
  • FINANCE AND ECONOMICS (MA) (Non thesis) (Distance)
  • TIME SERIES ANALYSIS
Ders Bilgileri

Ders Tanımı

Ders Kodu Yarıyıl T+U Saat Kredi AKTS
TIME SERIES ANALYSIS UFI 516 0 3 + 0 3 7
Ön Koşul Dersleri
Önerilen Seçmeli Dersler
Dersin Dili Türkçe
Dersin Seviyesi Yüksek Lisans
Dersin Türü SECMELI
Dersin Koordinatörü Prof.Dr. AZİZ KUTLAR
Dersi Verenler
Dersin Yardımcıları Research Assistants of the Department
Dersin Kategorisi
Dersin Amacı
It aims analyzing historical economic data
Dersin İçeriği
The first part of the course is devoted to standard time series topics, such as univariate and multivariate models, both stationary and non-stationar.The other part of the course focuses on selected themes of interest, such as non-linear models, Generalized Method of oments, and some financial applications. The course is quantitatively oriented and students are expected to use SPSS, Eviews, or Matlab to solve homework assignments.
Dersin Öğrenme Çıktıları Öğretim Yöntemleri Ölçme Yöntemleri
1 - It defines economic data most of which are time series 1 - B -
2 - It explains the time series theory 1 - B -
3 - It defines the economic time series 1 - 4 - 15 - B - C -
4 - It controls whether or not the time series are stationary 1 - 15 - A -
5 - It covers the stationarity tests 1 - A -
6 - It covers the heteroscedasticity 1 - 15 - C -
7 - It defines the cointegration 1 - 3 - A - C -
8 - It selects the appropriate model compatible with data 1 - 3 - A -
9 - It covers long-run analysis 1 - 3 - A - C -
10 - It covers the time series analysis and methods 1 - 3 - A - C -
11 - It introduces the econometric programme 1 - A -
12 - It introduces the econometric programme application 1 - A - C -
13 - It introduces forecasting 1 - 3 - A - C -
14 - It introduces economic policy 1 - 3 - A - C -
Öğretim Yöntemleri: 1:Lecture 4:Drilland Practice 15:Problem Solving 3:Discussion
Ölçme Yöntemleri: B:Oral Exam C:Homework A:Testing
; ;