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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. Graduate School
  2. Department of Economics
  3. PhD in Economics
  4. Course Structure Diagram with Credits
  5. Applied Time Series Econometrics
  6. Description
  • Description
  • Learning Outcomes
  • ECTS Credit Load
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Last Updated: 30/09/2026

Code - Course Title Course Type Laboratory + Practice ECTS
İKT648 - Applied Time Series Econometrics 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
Place of Delivery
Used Educational Platforms
Prerequisites Completion of MA level econometrics.
Courses Recomended Econometric Analysis, Calculus and Mathematical Statistics
Recommended Resources Willim Green, Econometric Analysis, Seventh edition, Pearson, 2012. Enders, Walter, Applied Econometric Time Series, 3rd ed., Wiley, 2009.
Work Placement No
Aims of the Course

Weeks Learning Outcomes Topics Teaching Methods
Week - 1 ARIMA Models and Box-Jenkins' Methodology
Week - 2 Models for Discrete Choice-cont.
Week - 3 Models with Lagged Variables
Week - 4 Models with Lagged Variables-cont.
Week - 5 ARCH/GARCH Models
Week - 6 ARCH/GARCH Models
Week - 7 Cointegration
Week - 8 Multivariate time series topics
Week - 9 Multivariate time series topics-cont.
Week - 10 Simple Panel Data Methods
Week - 11 Simple Panel Data Methods-cont.
Week - 12 Advanced Panel Data Methods
Week - 13 Advanced Panel Data Methods-cont.
Week - 14 Bayesian Econometrics

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Assessment Method and Passing Requirements
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