INTERNATIONAL BURCH UNIVERSITY
Graduate Study - Faculty of Economics and Social Sciences
Management PhD
2011-2012

SYLLABUS
Code Name Level Year Semester
BUS 660 Advanced 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

COURSE CONTENT
Week
Topic
  1. Econometric Questions and Data
  2. The Classical Linear Regression Model
  3. Interval Estimation and Hypothesis Testing
  4. Non linear Regression Models
  5. Heteroscdasticity, Serial Correlation & Multicollinearity
  6. Models for Panel Data
  7. Endogeneity, instrumental Variables, GMM
  8. Simultaneous equation methods, estimation
  9. The VAR Approach
  10. Univariate Time Series
  11. Multivariate Time Series
  12. Non-Linear Time Series Models
  13. Multivariate Volatility Models and Their Applications
  14. Review

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