Ders Bilgileri

#### Ders Tanımı

Ders Kodu Yarıyıl T+U Saat Kredi AKTS
ECONOMETRİCS II EKO 202 4 3 + 0 3 6
 Dersin Dili Türkçe Dersin Seviyesi Lisans Dersin Türü ZORUNLU Dersin Koordinatörü Prof.Dr. HİLAL YILDIZ Dersi Verenler Dersin Yardımcıları Dersin Kategorisi Dersin Amacı It is aimed to explain the economic theories via advanced quantitative techniques. Dersin İçeriği Quantitative methods are used to make estimation and forecasting in analyzes of the economic theory and studies. (1) Students learn basic statistical techniques for economic analyzes.(2) They gain ability to understand the studies of economists? more easily.(3) They gain experience of stating econometrically the research subjects.
 Dersin Öğrenme Çıktıları Öğretim Yöntemleri Ölçme Yöntemleri 1 - Hs/she knows that economic theory with quantitative approach 1 - A - 2 - he/she describe the concepts of the econometric methodology. 1 - A - 3 - He/she makes a regression analysis by the method of least squares method. 1 - 2 - A - C - 4 - She/he knows regression analysis that single equation and examines regression hypotesis estimates. 1 - A - 5 - She/he performs estimates with synonym equation systems 1 - 2 - A - 6 - She/he uses all econometrics software in real problems (SPSS; EViews,...) 1 - A - C - 7 - She/he defines stages of economteric modelling 1 - 3 - C - 8 - She/he make tests econometric assumptions 1 - 3 - C - 9 - She/he make tests related with hypotesis 1 - 4 - A - C - 10 - She/he uses quantitative tecnics to solve econometric problems 2 - 4 - C - 11 - She/he detects the presence of heteroscedasticity, multicollinearity and autocorrelation problems, 1 - 3 - D - 12 - She/he reviews outcomes of the software programs. 1 - 4 - A - D - 13 - She/he makes test related with parameters which estimated with linear programs 4 - 13 - A - D - 14 - She/he makes significance test for models 2 - 4 - C - 15 - She/he make estimation of autoregressive models and interpretations 1 - 3 - D -
 Öğretim Yöntemleri: 1:Lecture 2:Question-Answer 3:Discussion 4:Drilland Practice 13:Lab / Workshop Ölçme Yöntemleri: A:Testing C:Homework D:Project / Design

#### Ders Akışı

Hafta Konular ÖnHazırlık
1 Econometric Modeling: Models Formatting
2 Nonlinear Regression Models
3 Logit and Probit Models
4 Panel Data Regression Models
5 Dynamic Econometric Models: Delayed Distribution Models
6 Simultaneous Equation Models
7 Indirect Least Squares and Two-Stage Least Squares Methods
8 mid Term Exam
9 Time Series, Unit Root Test, Transformation of Nonstationary Time Series and Cointegration
10 AR-MA and ARIMA Models
11 VAR Models
12 ARCH and GARCH Models
13 Applications of Time Series E-Views program
14 Applications of Time Series E-Views program

#### Kaynaklar

Ders Notu Gujarati, D. Basic Econometrics, McGraw-Hill Company, 2003
Ders Kaynakları Wooldridge, J. Introductory Econometrics, South-Western Cengage learning, 2009

Akkaya, Şahin ve Vedat Pazarlıoğlu. Ekonometri I, 2000

Tarı, Recep. Ekonometri, Umuttepe Yayınları, 2010

#### Dersin Program Çıktılarına Katkısı

No Program Öğrenme Çıktıları KatkıDüzeyi
1 2 3 4 5

#### Değerlendirme Sistemi

YARIYIL İÇİ ÇALIŞMALARI SIRA KATKI YÜZDESİ
AraSinav 1 40
KisaSinav 1 20
Odev 1 20
KisaSinav 2 20
Toplam 100
Yıliçinin Başarıya Oranı 50
Finalin Başarıya Oranı 50
Toplam 100

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