Course Information
SemesterCourse Unit CodeCourse Unit TitleT+P+LCreditNumber of ECTS CreditsLast Updated Date
6İKT304Econometrics II3+0+03518.08.2026
Course Details
Language of Instruction Turkish
Level of Course Unit Bachelor's Degree
Department / Program Economics
Type of Program Formal Education
Type of Course Unit Compulsory
Course Delivery Method Face To Face
Objectives of the Course The objective of this course is to teach students econometric applications and help them analyze economic issues encountered in daily life. It will enable them to work with different datasets such as time series and cross-sectional data.
Course Content Variance Analysis / Chow Test / Violation of the Normality Assumption / Violation of the Zero Mean Assumption / Violation of the Homoscedasticity Assumption / Heteroscedasticity Tests and Problem Resolution / Violation of the No Autocorrelation Assumption / Autocorrelation Tests and Problem Resolution / Ochrane-Orcutt Two-Step and Iterative Estimation Method / Multicollinearity, Detection and Testing / Solution to Multicollinearity
Course Methods and Techniques Each lesson begins with the instructor introducing the topic of the day. The course is conducted interactively. A combination of methods, including direct instruction, question-and-answer sessions, case studies, and discussions of research findings, is applied. Therefore, students are expected to thoroughly prepare by reading the relevant topics from the previous week in advance.
Prerequisites and co-requisities None
Course Coordinator None
Name of Lecturers Associate Prof.Dr. Zeynep Köse
Assistants None
Work Placement(s) No

Recommended or Required Reading
Resources Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
Course Notes Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011.
Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
Documents Tarı, Recep, Ekonometri, 7. Baskı, Umuttepe Yayınları, 2011. Sevüktekin, Mustafa, Ekonometriye Giriş, Dora Yayınları, 2013.

Course Category
Field %100

Planned Learning Activities and Teaching Methods
Activities are given in detail in the section of "Assessment Methods and Criteria" and "Workload Calculation"

Assessment Methods and Criteria
In-Term Studies Quantity Percentage
Mid-terms 1 % 30
Assignment 2 % 20
Total
3
% 50

 
ECTS Allocated Based on Student Workload
Activities Quantity Duration Total Work Load
Course Duration 15 2 30
Assignments 2 30 60
Mid-terms 1 30 30
Final examination 1 30 30
Total Work Load   Number of ECTS Credits 5 150

 
Course Learning Outcomes: Upon the successful completion of this course, students will be able to:
NoLearning Outcomes
1 What are econometrics and econometric models?
2 Introduction to forecasting theory and the characteristics of forecasters.
3 What are simple and multiple regression models?
4 Solving regression models using matrices.
5 Functional forms used in regression models.
6 Consequences of deviations from basic assumptions.
7 Simultaneous equation econometric models.
8 Model selection.
9 Forecasting
10 Time series analysis.
11 Panel regression models.

 
Weekly Detailed Course Contents
WeekTopicsStudy MaterialsMaterials
1 Course Introduction The topics to be covered in the first week should be read from books and other sources and watched from videos. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
2 What are econometrics and econometric models? The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
3 Introduction to forecasting theory and the characteristics of forecasters. The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
4 What are simple regression models? The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
5 What are multiple regression models? The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
6 Regresyon modellerinin matrislerle çözümü The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
7 Functional forms used in regression models The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
8 Midterm exam week The topics covered so far are read from books and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
9 Consequences of deviations from basic assumptions The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
10 Simultaneous equation econometric models The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
11 Model selection The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
12 Forecasting The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
13 Time series analysis The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
14 Panel regression models The topics covered last week and the topics to be covered this week should be read from the book and other sources. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
15 General review The topics covered so far are read from the book and other sources, and questions to ask the instructor are prepared. Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.
16 Final exams Working at home Tarı, Recep, Econometrics, 7th Edition, Umuttepe Publishing, 2011. Sevüktekin, Mustafa, Introduction to Econometrics, Dora Publishing, 2013.

 
Contribution of Learning Outcomes to Programme Outcomes
P1 P2 P3 P4 P5 P6 P7 P8 P9 P10 P11 P12
All 4 4 4 4 4 3 4 4 4 1 4 1
C1 4 4 4 4 4 4 4 4 4 1 4 1
C2 4 4 3 5 4 3 4 4 4 1 4 1
C3 4 4 3 5 4 3 4 4 4 1 4 1
C4 5 4 4 3 4 4 4 5 3 1 4 1
C5 3 4 3 3 4 4 4 3 4 1 3 1
C6 3 4 3 3 4 4 4 3 4 1 3 1
C7 3 3 3 3 3 3 3 3 3 1 4 1
C8 4 4 4 4 3 3 3 3 3 1 3 1
C9 3 2 2 3 3 3 3 3 3 1 2 1
C10 3 2 2 3 3 3 3 3 2 1 2 1
C11 4 4 3 4 3 3 4 4 4 1 4 1

  Contribution: 1: Very Slight 2:Slight 3:Moderate 4:Significant 5:Very Significant