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Week - 1 |
Definition, Scope, and Branches of Econometrics – Introduction to R and other software (GRETL, EViews, STATA) |
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Week - 2 |
Interpretation of Estimated Regression Model – Simple regression in R |
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Week - 3 |
Multicollinearity, assumptions, tests, criteria, variable selection, transformations – Model building in R |
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Week - 4 |
Measuring Elasticities: Different functional forms in regression – Log-log, log-linear, polynomial models in R |
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Week - 5 |
Heteroskedasticity – Detection and visualization in R |
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Week - 6 |
Tests for Heteroskedasticity: Breusch-Pagan, White – Applications in R |
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Week - 7 |
Generalized and Weighted Least Squares – R-based estimation and comparison |
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Week - 8 |
Autocorrelation – Durbin-Watson test, graphical analysis (in R and EViews) |
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Week - 9 |
Tests for Autocorrelation – Breusch-Godfrey, remedies (focus on R) |
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Week - 10 |
Applications – Regression with real datasets (comparison in R, GRETL, EViews) |
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Week - 11 |
Dummy variable models – Definition, inclusion in regression and interpretation in R |
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Week - 12 |
Dummy variable models – Interaction terms, categorical data analysis (R-focused, STATA comparison) |
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Week - 13 |
Models with Categorical Dependent Variables: Logistic Regression – Estimation and ROC analysis in R |
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Week - 14 |
Lagged Variables and Dynamic Models – ARDL and distributed lag models in R |
Eskisehir Technical University Info Package 
Turkish 
English