INTERNATIONAL BURCH UNIVERSITY
Graduate Study - Faculty of Economics and Social Sciences
Management PhD
2013-2014

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
The objective of the course is to guide students to learn, use and improve advanced econometric methods to quantify economic relations. The emphasis will be on sophisticated econometric models to real-world problems. The lectures will be supplemented with homework sets and reading.

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)
      • 1. Gujarati, Damodar N.: Essentials of Econometrics, 4th Edition, Mc Graw Hill , 2009, ISBN:0073375845
      • 2. William H. Greene, Econometric Analysis, Fifth edition, Pearson
      • 3.Johnston, J. econometric Methods, 2nd Edition Mc Graw Hill,1972
      • 4. Enders W. Applied Econometric Time Series, Wiley Series, 2004
      • 5. Verbeek, M. A Guide to Modern Econometrics, John Wiley and Sons, 2004

      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