| Learning Outcomes |
PO |
MME |
| The students who succeeded in this course: |
|
|
| LO-1 |
Can evaluate, interpret and apply economic and financial issues in conjunction with the expansion and deepening of information by econometric analysis information. |
PO-13 Become skilful at maths, econometrics and statistics, making more effective decisions with econometric and statistical analysis. Furthermore, they are capable of predicting the outcomes of these decisions and interpreting the cause and effect relation.
|
Examination
|
| LO-2 |
can internalize the knowledge and problem-solving skills, ability to apply interdisciplinary studies |
PO-13 Become skilful at maths, econometrics and statistics, making more effective decisions with econometric and statistical analysis. Furthermore, they are capable of predicting the outcomes of these decisions and interpreting the cause and effect relation.
PO-19 Uses contemporary methods and technologies of business administration, especially information technologies and analytical thinking.
|
Examination
|
| LO-3 |
Can use the theoretical knowledge in finance and economics combine the ability to apply scientific methods and knowledge of econometric methods to analyze and interpret |
PO-13 Become skilful at maths, econometrics and statistics, making more effective decisions with econometric and statistical analysis. Furthermore, they are capable of predicting the outcomes of these decisions and interpreting the cause and effect relation.
|
Examination
|
PO: Programme Outcomes
MME:Method of measurement & Evaluation |
| Course Contents |
| After teaching basic econometric concepts, volatility modelling, non-linear modelling and simulation techniques will be explained. |
| Weekly Course Content |
| Week |
Subject |
Learning Activities and Teaching Methods |
| 1 |
Basic Concepts |
Lecturing and problem solving |
| 2 |
Correlation - regression - Causality Concepts |
Lecturing and problem solving |
| 3 |
Simple regression analysis - 1 |
Lecturing and problem solving |
| 4 |
Simple regression analysis - 2 |
Lecturing and problem solving |
| 5 |
Hypothesis Testing -1 |
Lecturing and problem solving |
| 6 |
Hypothesis Testing -2 |
Lecturing and problem solving |
| 7 |
Multivariate Regression Analysis - 1 |
Lecturing and problem solving |
| 8 |
mid-term exam |
|
| 9 |
Multivariate Regression Analysis - 2 |
Lecturing and problem solving |
| 10 |
Multivariate Regression Analysis - 3 |
Lecturing and problem solving |
| 11 |
Multivariate Regression Analysis - 4 |
Lecturing and problem solving |
| 12 |
Modeling of volatile trading |
Lecturing and problem solving |
| 13 |
Nonlinear Models - 1 |
Lecturing and problem solving |
| 14 |
Nonlinear Models - 2 |
Lecturing and problem solving |
| 15 |
Simulation Techniques |
Lecturing and problem solving |
| 16 |
final exam |
|
| Recommend Course Book / Supplementary Book/Reading |
| 1 |
Uygulamalı Ekonometri, Aziz KUTLAR, Nobel Yayın Dağıtım, Ankara, 2005 |
| 2 |
Ekonometri I / E-Views Uygulamalı ve Çözümlü Sorular, H. Hatice ÖZKAN ve M. Hanifi VAN, Nobel Yayın Dağıtım, Ankara, 2013 |
| 3 |
E - Views Uygulamalı Temel Ekonometri (Makro Ekonomik Verilerle), Z. Dina ÇAKMUR YILDIRTAN, Türkmen Kitabevi, İstanbul, 2000 |
| 4 |
Finansal Ekonometri, Nilgün ÇİL YAVUZ, DER Yayınları, İstanbul,2014. |
| Required Course instruments and materials |
|
