| Language of Instruction |
Türkçe |
| Course Type |
Elective Courses |
| Course Instructor(s) |
DR. ÖĞR. ÜYESİ FATMA TURAN KOYUNCU |
| Mode of Delivery |
Distance learning methods. |
| Prerequisites |
N/A |
| Courses Recomended |
N/A |
| Recommended Reading List |
N/A |
| Assessment methods and criteria |
Homework and both online and face-to-face tests. |
| Work Placement |
N/A |
| Catalog Content |
Basic Statistics and Econometric Concepts; Simple and Multiple Regression Models: Least squares method; Hypothesis Testing; Analysis of Variance (ANOVA) Table; Heteroscedasticity; Autocorrelation; Univariate Time Series Models: Moving average processes; Autoregressive Processes; Box-Jenkins Approach; Multivariate Time Series Models: Vector autoregressive models; Modelling Long-Run Relationships in Finance: Stationarity and unit root testing; Cointegration; Johansen Cointegration Test; Error Correction Models; Modelling Volatility: Models for volatility; Autoregressive Conditionally Heteroscedastic (ARCH) Models; Generalized ARCH (GARCH) Model |
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