INTERNATIONAL BURCH UNIVERSITY
Graduate Study - Faculty of Economics and Social Sciences
Management PhD
2014-2015

SYLLABUS
Code Name Level Year Semester
MAN 603 Advanced Econometrics Graduate 1 Spring
Status Number of ECTS Credits Class Hours Per Week Total Hours Per Semester Language
Compulsory 6 3 0 English

Instructor Assistant Coordinator
Ali GÖKSU, 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, implement and improve advanced econometric methods and quantify economic relations. the emphasis will be on sophisticated econometric models to real world problems. the lectures will be supplemented with case studies.

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. Heteroscedasticity, serial correlation and multicollinearity
  6. Models for panel data
  7. Endogeneity, instrumental variables, GMM
  8. Simultaneous equation models and estimation
  9. The VAR approach
  10. Univariate time series
  11. Multivariate time series
  12. Non-linear time series models
  13. Volatility
  14. Review

LABORATORY/PRACTICE PLAN
Week
Topic

    TEACHING/ASSESSMENT
    Description
    • Lectures
    • Practical Sessions
    • Excersises
    • Project
    • Case Studies
    Description (%)
    Method Quantity Percentage (%)
    Quiz120
    Project110
    Midterm Exam(s)120
    Final Exam150
    Total: 100
    Learning outcomes
      TEXTBOOK(S)
      • 1- Verbeek (2004) Guide to Modern Econometric, John Wiley and Sons
      • 2-Enders, W. (2004) Applied econometric Time Series, Wiley series
      • 3- Greene, Econometric Analysis, Fifth Edition, Pearson
      • 4- Gujarati (2009) Essentials of Econometrics, Mc Graw Hill

      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