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| EKO2009 | Econometrics-I | 3+0+0 | ECTS:8 | | Year / Semester | Fall Semester | | Level of Course | First Cycle | | Status | Compulsory | | Department | DEPARTMENT of ECONOMICS | | Prerequisites and co-requisites | None | | Mode of Delivery | | | Contact Hours | 14 weeks - 3 hours of lectures per week | | Lecturer | Prof. Dr. Rahmi YAMAK | | Co-Lecturer | | | Language of instruction | Turkish | | Professional practise ( internship ) | None | | | | The aim of the course: | | The aim of this course is to teach basic econometrics methods used for testing the economics hypothesis. |
| Learning Outcomes | CTPO | TOA | | Upon successful completion of the course, the students will be able to : | | | | LO - 1 : | apply statistical methods for solving economics problems | 2,3,9 | 1, | | LO - 2 : | determine and empirically solve the economics problems | 2,3,9 | 1, | | LO - 3 : | model, estimate and interpret the economics problems | 2,3,9 | 1, | | LO - 4 : | analyze by using statistics, mathematics and economics | 2,3,9 | 1, | | LO - 5 : | have findings for future | 2,3,9 | 1, | | CTPO : Contribution to programme outcomes, TOA :Type of assessment (1: written exam, 2: Oral exam, 3: Homework assignment, 4: Laboratory exercise/exam, 5: Seminar / presentation, 6: Term paper), LO : Learning Outcome | | |
| Simple regression models, multiple regression models, application of OLS to regression models, assumptions of OLS, t-tests, F-tests, detection and correction of multicollinearity, detection and correction of specification errors, dummy variables, interaction variables. |
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| Course Syllabus | | Week | Subject | Related Notes / Files | | Week 1 | Correlation Analysis | | | Week 2 | Simple Regression Analysis | | | Week 3 | Estimation and Interpretation of Simple Regression Equations | | | Week 4 | Multiple Regression Analaysis | | | Week 5 | Estimation and Interpretation of Multiple Regression Equations | | | Week 6 | Test of Significance for Individual Coefficients of Regression | | | Week 7 | Anova Table and F-test | | | Week 8 | Coefficient of Determination | | | Week 9 | Mid-term exam | | | Week 10 | Specification in the Regression Equations | | | Week 11 | Selection of Functional Structure in the Regression Equations | | | Week 12 | Dummy Variables | | | Week 13 | Interaction Variables | | | Week 14 | Trend and Piecewise Regressions | | | Week 15 | Multicollinearity | | | Week 16 | End-of-term exam | | | |
| 1 | Köseoğlu, M. , Yamak, R. , 2004; Uygulamalı İstatistik ve Ekonometri, Aksakal Kitabevi, Trabzon | | | |
| 1 | Gujarati, D. , 1999; Temel Ekonometri (Çev. : Şenesen, Ü. , Şenesen, Gülay G. ) , İstanbul | | | |
| Method of Assessment | | Type of assessment | Week No | Date | Duration (hours) | Weight (%) | | Mid-term exam | 9 | 11/2023 | 1 | 50 | | End-of-term exam | 16 | 01/2024 | 1 | 50 | | |
| Student Work Load and its Distribution | | Type of work | Duration (hours pw) | No of weeks / Number of activity | Hours in total per term | | Yüz yüze eğitim | 3 | 14 | 42 | | Sınıf dışı çalışma | 9 | 14 | 126 | | Arasınav için hazırlık | 24 | 1 | 24 | | Arasınav | 1 | 1 | 1 | | Dönem sonu sınavı için hazırlık | 46 | 1 | 46 | | Dönem sonu sınavı | 1 | 1 | 1 | | Total work load | | | 240 |
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