Akademik Dersler - Tanıtım

Course Title	Code	Compulsory/Elective	Laboratory + Practice	ECTS
Applied Econometrics II	İKT478	VIII. SEMESTER	3+0	5.0

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. All the exams are classical exams. Language of instruction is Turkish.
Work Placement	N/A
Catalog Content	Introduction to Panel Data: Basic features of the panel data, Panel Unit Root Test: First generation unit root tests, Second generation unit root tests; Cointegration Tests: Pedroni, CUSUM, ECM, LM, Durbin-h, LM Tests; Panel Cointegration Estimators: First generation estimators (Panel ARDL, Panel FMOLS, Panel DOLS), Second generation estimators (CUP-FM, CCE, BA-OLS, AMG Estimators); Panel Causality Tests: Panel VECM, Caning & Pedroni, Dumitrescu & Hurlin, Panel Fisher, Bootstrap test, Panel asymmetric causality test.