Akademik Dersler - Tanıtım


Code - Course Title	İST604 - Econometric Models
Course Type	Elective Courses
Language of Instruction	Türkçe
Laboratory + Practice	3+0
ECTS	7.5
Course Instructor(s)	PROFESÖR DOKTOR YELİZ MERT KANTAR
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	Spatial Econometrics: Methods and Models, L. Anselin; Econometrics, F. Hayashi
Assessment methods and criteria	Homework, computer applications, exam
Work Placement	N/A
Sustainability Development Goals

Weeks	Topics
Week - 1	Ekonometriye Giriş; Doğrusal Regresyon Modelleri; Doğrusal Olmayan Modeller
Week - 2	Heteroscedasticity, Testing for Heteroscedasticity, correction, Generalized least squares (GLS), Weighted least squares (WLS), Feasible least squares (FLS) estimation methods
Week - 3	Autocorrelation, characteristics of disturbance processes, GMM estimation, Estimation of a model with autocorrelation
Week - 4	Spss, Matlab and Eviews applications
Week - 5	Introduction to spatial econometrics, Spatial dependence, spatial contiguity, Spatial lags
Week - 6	Spatial error model and estimation methods
Week - 7	Spatial lag model and estimation methods
Week - 8	Applications of spatial econometric models with Geoda
Week - 9	Truncated and Censored Data; Truncated Regression; Censored Regression
Week - 10	Model Selection Criteria
Week - 11	Simulation and Real Life Applications in Matlab Program
Week - 12	Applications in Geoda
Week - 13	Homework presentations
Week - 14	Homework presentations

Assessment Method and Passing Requirements
	Quamtity	Percentage (%)
Toplam (%)		0