Language of Instruction |
Türkçe |
Course Type |
Area Elective Courses |
Course Instructor(s) |
PROF. DR. HASAN MURAT ERTUĞRUL |
Mode of Delivery |
The mode of delivery of this course is Face to face |
Prerequisites |
There is no prerequisite or co-requisite for this course. |
Courses Recomended |
There is no recommended optional programme component for this course. |
Recommended Reading List |
|
Assessment methods and criteria |
1 midterm and 1 Final exam. All the exams will be classical. |
Work Placement |
N/A |
Catalog Content |
Basic Concepts of Econometric Models: Scientific quantitative economic research, Economic and econometric models; Basic Concepts of Eviews and Starting the Research Project; The Ordinary Least Squares (OLS) Estimator; Testing the Deterministic and Stochastic Assumptions and Model Stability: A normality test, Tests for residual autocorrelation, Tests for heteroscedasticity, Checking the parameter stability; Model Estimation and Presentation of Estimation Results; Unit Roots: Trends and unit-root tests; Cointegration Analysis; VAR Analysis: Estimations of the VAR Models; Estimation of VECM Models; Estimation of ARDL Models; Causality. |