INTERNATIONAL BURCH UNIVERSITY
Graduate Study - Faculty of Economics and Social Sciences
(3+2) Management Master With Thesis
2014-2015

SYLLABUS
Code Name Level Year Semester
MAN 535 Applied Econometrics Graduate 1 Spring
Status Number of ECTS Credits Class Hours Per Week Total Hours Per Semester Language
6 0 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

    LABORATORY/PRACTICE PLAN
    Week
    Topic
    1. Review of Probability
    2. Simple linear regression Model
    3. Multiple regression model
    4. Multiple regression, inference, binary variables
    5. Hypothesis testing
    6. Heteroscedasticity, Multicollinearity
    7. Regression with dummy variables
    8. Regression with time lags, Distributed lag models
    9. Univariate time series analysis
    10. The AR model
    11. Regression with time series variables
    12. Cointegration
    13. Granger Causality
    14. Volatility, VAR

    TEACHING/ASSESSMENT
    Description
    • Lectures
    • Practical Sessions
    • Excersises
    • Project
    • Case Studies
    Description (%)
    Method Quantity Percentage (%)
    Quiz120
    Midterm Exam(s)130
    Final Exam150
    Total: 100
    Learning outcomes
      TEXTBOOK(S)
      • Koop G. Analysis of Economic Data, John Wiley and Sons
      • Greene. Econometric Analysis, Pearson
      • Stock and Watson, Introduction to Econometric, Pearson

      ECTS (Allocated based on student) WORKLOAD
      Activities Quantity Duration (Hour) Total Work Load
      Lecture (14 weeks x Lecture hours per week) 0
      Laboratory / Practice (14 weeks x Laboratory/Practice hours per week) 0
      Midterm Examination (1 week) 0
      Final Examination(1 week) 0
      Preparation for Midterm Examination 0
      Preparation for Final Examination 0
      Assignment / Homework/ Project 0
      Seminar / Presentation 0
      Total Workload: 0
      ECTS Credit (Total workload/25): 0