top of page

ECON 301 - Econometrics I

Econometrics ECON 301 dersinde Hocanın derste ödev olarak verdiÄŸi Study Sheetler üzerinden soruları çözüyor; gerekirse geçmiÅŸ yıl sınavlarının üzerinden geçiyoruz.  

 

 

Ders Tanıtımı:

​

Introduction of linear multiple regression model, inference, hypothesis testing; and maximum-likehood methods. Illustration from economics and application of these concepts to economic problems will be emphasized. The course covers Gauss-Markov assumptions and violation of the assumptions such as heteroskedasticity, serial correlation and errors variables.

 

Haftalık Konular: 

​

  1. Econometrics in Economic Analysis and Economic Data

  2. The Simple Regression Model

  3. The Simple Regression Model

  4. Multiple Regression Analysis: Estimation

  5. Multiple Regression Analysis: Estimation

  6. Multiple Regression Analysis: Inference

  7. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables

  8. Multiple Regression Analysis: OLS Asymptotics

  9. Heteroskedasticity

  10. Heteroskedasticity

  11. Basic Regression Analysis with Time Series Data

  12. Serial Correlation and Heteroskedasticity in Time Series Data

  13. Multiple Regression Analysis: Further Issues

  14. Further Issues in Using OLS with Time Series Data

ECON 302 - Econometrics II

ECON 302 Econometrics advanced dersi olup Hocanın derste ödev olarak verdiÄŸi Study Sheetler üzerinden soruları çözüyor; gerekirse geçmiÅŸ yıl sınavlarının üzerinden geçiyoruz.  

 

 

Ders Tanıtımı:

Identification and estimation of simultaneous equation models. Advanced topics such as Generalized Least Squares, instrumental variables, non-linear regression techniques and limited dependent variable models. An introduction to time-series analysis such as stationary and nonstationary processes, VARs, unit roots, and cointegration.

 

Haftalık Konular: 

​

  1. Review of Gauss-Markov

  2. Review of Endogeneity and IV (Ch. 9 and 15) Two stage Least Squares

  3. Simultaneous Equations Models and Identification (Ch. 16) System of Equations and 3SLS

  4. Simultaneous Equations Models and Identification (Ch. 16) System of Equations and 3SLS

  5. Maximum Likelihood Estimation (Ch. 17?)

  6. Limited Dependent Variable Models (Ch. 17)

  7. Limited Dependent Variable Models (Ch. 17)

  8. Panel Data Estimation (Ch. 13 and 14)

  9. Panel Data Estimation (Ch. 13 and 14)

  10. Time Series Data Introduction (Ch. 10)

  11. ARMA and Unit Roots (Ch. 10 and 11)

  12. ARMA and Unit Roots (Ch. 10 and 11)

  13. Vector Autoregression (VAR) Models (Ch. 18)

  14. Cointegration (Ch. 18) Autoregressive Conditional Heteroscedasticity (GARCH) Models (Ch. 12)

Bilkent Özel Dersler

â—„

1 / 1

â–º

Please reload

bottom of page