Akademik Dersler - Tanıtım

Course Title	Code	Compulsory/Elective	Laboratory + Practice	ECTS
Applied Time Series Econometrics	İKT648	II. SEMESTER	3+0	7.5

Language of Instruction	Türkçe
Course Type	Elective Courses
Course Instructor(s)	PROF. DR. MUSTAFA ÖZER
Mode of Delivery	face to face
Prerequisites	Completion of MA level econometrics.
Courses Recomended	Econometric Analysis, Calculus and Mathematical Statistics
Recommended Reading List	Davidson, Russell and James G. MacKinnon, Estimation and Inference in Econometrics, Oxford University Press, 1993.Johnston, Jack and John Dinardo, Econometric Methods, 4th ed., New York: McGraw-Hill, 1997.Harvey, Andrew (1990), The Econometric Analysis of Time Series, Second Edition, MIT Press.
Assessment methods and criteria	Homework and Class participation; Midterm; Final
Work Placement	No
Catalog Content	Introduction to Time Series Analysis; ARIMA Models and Box-Jenkins' Methodology; Models for Discrete Choice; Regression with Lagged Variables; Models of Volatiliy: ARCH and GARCH; Cointegration; Multivariate Time Series Methods: VAR and VEC models, ARDL model; Estimation, Forecasting and Interpretation of a Model; Linear and Nonlinear Time Series Approaches; Bayesian Econometric Methods.