Nevşehir Hacı Bektaş Veli University Course Catalogue

Information Of Programmes

FACULTY OF ECONOMICS & ADMINISTRATIVE SCIENCES / BF307 - BANKING AND FINANCE

Code: BF307 Course Title: ECONOMETRICS Theoretical+Practice: 3+0 ECTS: 5
Year/Semester of Study 3 / Fall Semester
Level of Course 1st Cycle Degree Programme
Type of Course Compulsory
Department BANKING AND FINANCE
Pre-requisities and Co-requisites None
Mode of Delivery Face to Face
Teaching Period 14 Weeks
Name of Lecturer ANIL BÖLÜKOĞLU (anil.bolukoglu@nevsehir.edu.tr)
Name of Lecturer(s)
Language of Instruction Turkish
Work Placement(s) None
Objectives of the Course
To provide students with econometrics at the entry level and to equip them with regression techniques

Learning Outcomes PO MME
The students who succeeded in this course:
LO-1 can make econometric analysis. PO-1 Have knowledge of basic information, usage, evaluation, and making comments about business finance, of analyzing the economic, social, and financial developments, of understanding financial systems, financial planning, and of interpretation of financial statements belonging to firms.
Examination
LO-2 can interpret the results of econometric analysis. PO-1 Have knowledge of basic information, usage, evaluation, and making comments about business finance, of analyzing the economic, social, and financial developments, of understanding financial systems, financial planning, and of interpretation of financial statements belonging to firms.
PO-3 Have sufficient knowledge about performing financial management functions (analysis, planning/budgeting, investment, financing, and auditing), preparing investment projects, evaluating, managing, and developing investment strategies.
PO-9 Analyze and design at the organizational level, understand the functions of business management that are planning, organizing, execution, coordination and control, describe and apply them, and be acknowledged about modern management techniques
PO-10 Have the ability to explain and analyze.processes, theories and concepts related to business management, strategic management, human resource management, organizational behavior, entrepreneurship and ethics.
PO-16 Have the theoretical and practical level of knowledge necessary to analyze how decision units, consumers, and companies in an economy make decisions and how they affect each other in the market.
PO-19 Uses contemporary methods and technologies of business administration, especially information technologies and analytical thinking.
Examination
LO-3 can be able to conduct an independent empirical research from beginning to end. PO-1 Have knowledge of basic information, usage, evaluation, and making comments about business finance, of analyzing the economic, social, and financial developments, of understanding financial systems, financial planning, and of interpretation of financial statements belonging to firms.
PO-3 Have sufficient knowledge about performing financial management functions (analysis, planning/budgeting, investment, financing, and auditing), preparing investment projects, evaluating, managing, and developing investment strategies.
PO-9 Analyze and design at the organizational level, understand the functions of business management that are planning, organizing, execution, coordination and control, describe and apply them, and be acknowledged about modern management techniques
PO-10 Have the ability to explain and analyze.processes, theories and concepts related to business management, strategic management, human resource management, organizational behavior, entrepreneurship and ethics.
PO-16 Have the theoretical and practical level of knowledge necessary to analyze how decision units, consumers, and companies in an economy make decisions and how they affect each other in the market.
PO-19 Uses contemporary methods and technologies of business administration, especially information technologies and analytical thinking.
PO-20 Have lifelong learning behavior, high communication skills, initiative, the ability of analytical and critical thinking and solving the problem and tend to teamwork and to able to use Turkish and Professional foreign language in written and oral communication to own expression and represent institutions
Examination
PO: Programme Outcomes
MME:Method of measurement & Evaluation

Course Contents
Two Variable Regression Model: Basic Ideas, Prediction Problem, Interval Estimation and Hypothesis Testing. Classical Normal Linear Regression Model Extension of Two Variable Model: Regression by Origin, Functional Forms of Regression Models. Multiple Regression Analysis: Prediction Problem, Inference Problem
Weekly Course Content
Week Subject Learning Activities and Teaching Methods
1 An overview of regression Lecture Method
2 Ordinary Least Squares Lecture Method
3 Ordinary Least Squares II Lecture Method
4 The Classical Model Lecture Method
5 Hypothesis Testing and Statistical Inference Lecture Method
6 Multiple Regression Analysis Lecture Method
7 Multiple Regression Analysis II Lecture Method
8 mid-term exam
9 Multicollinearity Lecture Method
10 Serial Correlation Lecture Method
11 Heteroskedasticity Lecture Method
12 Dummy Dependent Variable Techniques Lecture Method
13 Ekonometric Modelling Lecture Method
14 Panel Data Models Lecture Method
15 Time Series Models Lecture Method
16 final exam
Recommend Course Book / Supplementary Book/Reading
1 1-Temel Ekonometri , Damodar N. Gujarati, 3. Baskı
Required Course instruments and materials
textbooks

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 5 9 45
       b) Search in internet/Library 3 7 21
       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 5 4 20
mid-term exam 1 1 1
Own study for final exam 4 5 20
final exam 1 1 1
0
0
Total work load; 150