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About the Programme Academic Staff Program Qualifications Lessons Matrix of Course & Program Qualifications Turkish Qualifications Framework (TQF) TQF & Program Qualifications
  1. Faculty of Economics and Administrative Sciences
  2. Program in Economics (English)
  3. Course Structure Diagram with Credits
  4. Econometrics II
  5. Description
  • Description
  • Learning Outcomes
  • ECTS Credit Load
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Last Updated: 30/09/2026

Code - Course Title Course Type Laboratory + Practice ECTS
İKT380 - Econometrics II VI. SEMESTER 3 +0 5.0
Language of Instruction İngilizce
Course Type Required Courses
Course Instructor(s) PROF. DR. ERKAN ÖZATA
Mode of Delivery The mode of delivery of this course is Face to face
Place of Delivery
Used Educational Platforms
Prerequisites There is no prerequisite or co-requisite for this course.
Courses Recomended There is no recommended optional programme component for this course.
Recommended Resources James H. Stock and Mark W. Watson, Introduction To Econometrics, Second Edition, Pearson, 2007.A.H. Studenmund, Using Econometrics, Sixth Edition, Pearson, 2010
Work Placement N/A
Aims of the Course

Weeks Learning Outcomes Topics Teaching Methods
Week - 1 Heteroskedasticity
Week - 2 Autocorrelation
Week - 3 Econometric Modelling: Model Specification and Diagnostic Testing
Week - 4 Nonlinear Regression Models
Week - 5 Qualitative Response Regression Models
Week - 6 Dynamic Econometric Models: Autoregressive and Distributed-Lag Models
Week - 7 Simultaneous-Equation Models: Structure and identification
Week - 8 Simultaneous-Equation Methods
Week - 9 Simultaneous-Equation Methods
Week - 10 Simultaneous-Equation Methods
Week - 11 Time Series Econometrics: Some Basic Concepts
Week - 12 Unit Root Tests and cointegration
Week - 13 Vector Autoregression
Week - 14 Time Series Econometrics: Forecasting

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Assessment Method and Passing Requirements
Quamtity Percentage (%)
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