INTERNATIONAL BURCH UNIVERSITY
Graduate Study - Faculty of Economics and Social Sciences
(3+2) Management Master With Thesis
2012-2013

SYLLABUS
Code Name Level Year Semester
BUS 582 Applied Econometrics Graduate 1 Spring
Status Number of ECTS Credits Class Hours Per Week Total Hours Per Semester Language
7.5 701 English

Instructor Assistant Coordinator
Uğur ERGUN, Assoc. Prof. Dr. Uğur ERGUN, Assoc. Prof. Dr.
[email protected] no email

COURSE OBJECTIVE
The primary objective of this course is to teach students applied econometric techniques in a highly empirical but theoretically rigorous context. This course is intended to be useful to MA/MS students who may not take any more econometrics as well prepare students for more advanced courses. Course presents an applied introduction to econometric techniques with some derivations of their properties, but leaves more theoretical treatment to future courses

COURSE CONTENT
Week
Topic
  1. Review of Probability
  2. Simple Linear Regression Model
  3. Multiple Regression Model
  4.  Multiple Regression: Inference , Multiple Regression: Binary Variables
  5. Hypothesis testing
  6. Multicollinearity, Heteroscedasticity
  7. Regression with dummy variables
  8. Regression with time lags, distributed lag models
  9. Univariate time series analysis
  10. The autoregressive model
  11. Regression with time series variables
  12. Cointegration
  13. Granger Causality
  14. Volatility, VAR

LABORATORY/PRACTICE PLAN
Week
Topic

    TEACHING/ASSESSMENT
    Description
    • Lectures
    • Excersises
    • Presentation
    • Project
    • Assignments
    • Demonstration
    Description (%)
    Method Quantity Percentage (%)
    Quiz15
    Project15
    Midterm Exam(s)20
    Final Exam150
    Total: 100
    Learning outcomes
      TEXTBOOK(S)

        ECTS (Allocated based on student) WORKLOAD
        Activities Quantity Duration (Hour) Total Work Load
        Lecture (14 weeks x Lecture hours per week)348144
        Laboratory / Practice (14 weeks x Laboratory/Practice hours per week)1632512
        Midterm Examination (1 week)11010
        Final Examination(1 week)12525
        Preparation for Midterm Examination11010
        Preparation for Final Examination7.50
        Total Workload: 701
        ECTS Credit (Total workload/25): 28