Course Code and Title

 

EKO656 ECONOMETRICSII

Type of Course

 

Compulsory

Credit of the Course

 

3 0 3

ECTS Credit

 

7

Lecturer

 

Prof. Dr. Erdinç TELATAR

Prerequisites

 

None

Period of the Course

1 Semester (a total of 3 theoretical hours per week)

Course Contents

 
  • Multiple linear regression models
  • General linear hypotheses
  • Tests of parameter constancy and structural change
  • Large sample theory and the maximum likelihood estimation
  • Generalized Least Squares
  • Heteroscedasticity and autocorrelation
  • Simultaneous equations models
  • Generalized method of moments
  • Panel data models
  • Limited dependent and qualitative variables

 

Purpose of the Course

 

(Learning Outcomes)

 

At the end of this course the student will,

 

be able to follow the recent empirical literature; perform his/her own analysis of economic data.

 

Recommended Reading

  • Johnston, J. ve J. Dinardo (1997), Econometric Methods, 4th edition, New York, NY: Mc Graw – Hill.
  • Varbeek, M. (2000), A Guide to Modern Econometrics, Chichester: John Wiley and Sons.

 

OTHER RELATED TEXTBOOKS

Teaching Methods

 

 

Lecturing, problem solutions, discussion, individual study.

Assessment methods

1 Midterm (50%), and a final exam (50%).

Language of Instruction

Turkish