COURSE INFORMATION Course Title: ECONOMETRICS II

Code	Course Type	Regular Semester	Theory	Practice	Lab	Credits	ECTS
ECO 312	B	6	4	0	0	4	6

Academic staff member responsible for the design of the course syllabus (name, surname, academic title/scientific degree, email address and signature)	NA
Lecturer (name, surname, academic title/scientific degree, email address and signature) and Office Hours:	Uğur Ergün
Second Lecturer(s) (name, surname, academic title/scientific degree, email address and signature) and Office Hours:	NA
Teaching Assistant(s) and Office Hours:	NA
Language:	English
Compulsory/Elective:	Elective
Classroom and Meeting Time:	Every Tuesday and Wednesday
Course Description:	Theory and Economic application f the linear multiple regression model, identification and structural estimation in simultaneous models, analyzing of economic policy and forecasting.
Course Objectives:	To provide students skills required to research in economics and finance with exposure to more advanced econometric practices and models. Real Life applications are analyzed with aid of the E-VIEWS econometric package. Laboratory sessions help students to have skills of using, demonstrating and interpreting the results and teach how the techniques are applied in practice.

COURSE OUTLINE

Week	Topics
1	Regression with Dummy Variables
2	Binary Dependent Variable, Discrete Dependent Variable
3	Heteroskedasticity
4	Weighted Least Square Estimation
5	Functional Form Misspesifications
6	Properties of OLS under Measurement Error
7	Missing Data, Nonrandom samples
8	Midterm Exam
9	Examples of Time Series Regression Models
10	Trends and Seasonality
11	Stationary and Weakly Dependent Time Series
12	Using Highly Persistent Time Series in Regression Analysis
13	Dynamic Complete Models and the Absence of Serial Correlation
14	Review

Prerequisite(s):	Econometrics 1
Textbook:	Wooldridge J.M.(2015). Introduction to Econometrics. Cengage Learning
Other References:	Lectures, Practical Sessions, Exercises
Laboratory Work:	2 hours per week
Computer Usage:	E-views program
Others:	No

COURSE LEARNING OUTCOMES

1	to model the relationship between multivariate variables
2	to have skills to set up robust parsimonious econometric model
3	to have ability for testing specification of the model
4	to have skills to analyze financial time series

COURSE CONTRIBUTION TO... PROGRAM COMPETENCIES (Blank : no contribution, 1: least contribution ... 5: highest contribution)

No	Program Competencies	Cont.
Bachelor in Economics (3 years) Program
1	The students are gained the ability to look at the problems of daily life from a broader perspective. They gain the needed skills not only to understand economic problems in economics but also to construct a model and defend in meaningful way.	5
2	They have knowledge about the microeconomics.	2
3	They have knowledge about the macroeconomics.	3
4	They have knowledge about the international economics and finance.	3
5	They have ability to use mathematical and statistical methods in economics.	5
6	They know how to use computer programs in both daily office usage and statistical data evaluations in public and private sector.	5
7	They have necessary economics skills that needed in private and public sector.	4
8	They are intended to be specialist in one of departmental fields that they choose from the list of general economics, growth and development, labor economics and labor market, environmental economics, agricultural economics, health economics, education economics and human development, political economics, international economics, monetary economics, finance economics, public finance, international financial markets and institutions, banking and central banking, international trade and banking, monetary economics and banking,	4
9	They have ability to utilize fundamental economic theories and tools to solve economic problems in economics.	5
10	They are aware of the fact that economics is a social science and they respect the social perspectives and social values of the society’s ethics.	4

COURSE EVALUATION METHOD

Method	Quantity	Percentage
Midterm Exam(s)	1	20
Lab/Practical Exams(s)	2	25
Final Exam	1	30
	Total Percent:	100%

ECTS (ALLOCATED BASED ON STUDENT WORKLOAD)

Activities	Quantity	Duration(Hours)	Total Workload(Hours)
Course Duration (Including the exam week: 16x Total course hours)	16	4	64
Hours for off-the-classroom study (Pre-study, practice)	16	2	32
Mid-terms	1	12	12
Assignments			0
Final examination	1	16	16
Other	1	26	26
Total Work Load:			150
Total Work Load/25(h):			6
ECTS Credit of the Course:			6