Nevşehir Hacı Bektaş Veli University Course Catalogue

Information Of Programmes

INSTITUTE OF SOCIAL SCIENCES / İKT-605 - ECONOMICS (PhD)

Code: İKT-605 Course Title: TIME SERIES ANALYSIS I Theoretical+Practice: 1+2 ECTS: 6
Year/Semester of Study 1 / Fall Semester
Level of Course 1st Cycle Degree Programme
Type of Course Optional
Department ECONOMICS (PhD)
Pre-requisities and Co-requisites None
Mode of Delivery Face to Face
Teaching Period 14 Weeks
Name of Lecturer SERDAR ÖZTÜRK (serdarozturk@nevsehir.edu.tr)
Name of Lecturer(s)
Language of Instruction Turkish
Work Placement(s) None
Objectives of the Course
To introduce the structure of economic series, the computer environment Box-Jenkins approach and estimate future prediction by applying various techniques to gain the predictive accuracy of benchmarking skills.

Learning Outcomes PO MME
The students who succeeded in this course:
LO-1 can describe time series PO-10 have ability on modeling the economic theories mathematically.
PO-11 have ability on defining economic variables and comment on the relationships between these variables.
Examination
LO-2 can use time series techniques in economic applications. PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis.
PO-10 have ability on modeling the economic theories mathematically.
Performance Project
LO-3 can make econometric applications PO-8 have ability on working with quantitative data about economics and using the tools about statistically data analysis.
PO-10 have ability on modeling the economic theories mathematically.
Laboratory Exam
PO: Programme Outcomes
MME:Method of measurement & Evaluation

Course Contents
Weekly Course Content
Week Subject Learning Activities and Teaching Methods
1 The main thesis of economic theory takes a quantitative approach. Explanation
2 Describing the econometric methodology and definitions related concepts Explanation
3 Least squares regression analysis performs with. Explanation
4 Single equation gives place to regression analysis and hypothesis testing by using the estimated regression tests. Explanation
5 Performing predictions about the simultaneous equations Explanation
6 Econometric software packages required for all analyzes (SPSS, EViews) is used for the purpose of application. Explanation
7 Defining Econometric Modelling Stages Explanation
8 mid-term exam
9 Assumptions of Econometric tests Explanation
10 The test problems with assumptions Explanation
11 Using econometric techniques to solve quantitative problems Explanation
12 Heteroscedasticity, presence of autocorrelation problem Explanation
13 Interpreting the output of the analysis performed by software packages Explanation
14 Making hypotheses on the estimated linear model parameter relating testing Explanation
15 Making public significance tests on models and reviews Explanation
16 final exam
Recommend Course Book / Supplementary Book/Reading
1 Walter Enders, Applied Econometric Time Series (Second Edition), Wiley.
Required Course instruments and materials
Lesson book

Assessment Methods
Type of Assessment Week Hours Weight(%)
mid-term exam 8 1 40
Other assessment methods
1.Oral Examination
2.Quiz
3.Laboratory exam
4.Presentation
5.Report
6.Workshop
7.Performance Project
8.Term Paper
9.Project
final exam 16 1 60

Student Work Load
Type of Work Weekly Hours Number of Weeks Work Load
Weekly Course Hours (Theoretical+Practice) 3 14 42
Outside Class
       a) Reading 4 14 56
       b) Search in internet/Library 3 11 33
       c) Performance Project 0
       d) Prepare a workshop/Presentation/Report 0
       e) Term paper/Project 0
Oral Examination 0
Quiz 0
Laboratory exam 0
Own study for mid-term exam 3 7 21
mid-term exam 1 1 1
Own study for final exam 3 7 21
final exam 1 1 1
0
0
Total work load; 175