Economics (English)
Bachelor	TR-NQF-HE: Level 6	QF-EHEA: First Cycle	EQF-LLL: Level 6

Course Introduction and Application Information

Course Code:

ECO035

Course Name:

Advanced Econometry

Semester:

Spring

Course Credits:

ECTS

Language of instruction:

English

Course Condition:

Does the Course Require Work Experience?:

Type of course:

Departmental Elective

Course Level:

Bachelor

TR-NQF-HE:6. Master`s Degree

QF-EHEA:First Cycle

EQF-LLL:6. Master`s Degree

Mode of Delivery:

Face to face

Course Coordinator:

Dr. Öğr. Üy. İLAYDA İSABETLİ FİDAN

Course Lecturer(s):

Course Assistants:

Course Objective and Content

Course Objectives:	As an advanced econometrics class, the course aims to combine economic theory and advanced models of econometrics. This course is required strong economic background and capable of build econometric models.
Course Content:	This course starts with an introduction to advanced econometrics and continues with time series volatility models and panel data econometrics.

Learning Outcomes

The students who have succeeded in this course;
1) Solve the problems in the fields of primarily economics, finance and business with advanced econometric methods.
2) Gain and develop skills to build advanced models.
3) Use econometrics softwares.

Course Flow Plan

Week	Subject	Related Preparation
1)	Introduction
2)	Advanced econometric models (linear, non-linear and multivariate econometric models)
3)	ARCH and GARCH-1
4)	ARCH and GARCH-2
5)	ARCH and GARCH-3
6)	Emprical analysis
7)	midterm
8)	Advanced econometric models (panel data)
9)	Panel data econometrics-1
10)	Panel data econometrics-2
11)	Advanced Panel data-1
12)	Advanced Panel data-2
13)	Emprical analysis
14)	final

Sources

Course Notes / Textbooks:	Lecture Notes
References:	Lecture Notes

Course - Program Learning Outcome Relationship

Course Learning Outcomes	1	2	3
Program Outcomes
1) They have a broad and interdisciplinary perspective on economics using other social sciences and mathematics.
2) They have knowledge and skill about different functions and interactions of economy.
3) They use different theoretical approaches to comprehend and solve various economic problems.
4) They are aware of the needs of society and use their knowledge of economics to meet these needs.
5) They have in-depth knowledge on the current issues of the Turkish economy and the global economy.
6) They have in-depth knowledge on the history of the Turkish economy and basic level knowledge on the history of the global economy.
7) Using various statistical techniques and numerical methods, they establish correct economic models and make analyzes by using statistical programs effectively.
8) They use a foreign language at least at the B1 General Level in terms of European Language Portfolio criteria according to the level of education.
9) They improve their skills of teamwork, negotiation, leadership and entrepreneurship.
10) They have universal ethical values, social responsibility awareness and adequate knowledge of business law.
11) Being able to develop positive attitudes with regards to lifelong learning, they identify their individual learning needs and carry out studies to fulfil them.
12) They express their ideas and solution proposals concerning their field both written and orally, and present and publish them on both national and international platforms.
13) They use information and communication technologies together with a computer software required by the field at least at advanced level of European Computer Driving License .

Course - Learning Outcome Relationship

No Effect	1 Lowest	2 Average	3 Highest

	Program Outcomes	Level of Contribution
1)	They have a broad and interdisciplinary perspective on economics using other social sciences and mathematics.
2)	They have knowledge and skill about different functions and interactions of economy.
3)	They use different theoretical approaches to comprehend and solve various economic problems.
4)	They are aware of the needs of society and use their knowledge of economics to meet these needs.
5)	They have in-depth knowledge on the current issues of the Turkish economy and the global economy.
6)	They have in-depth knowledge on the history of the Turkish economy and basic level knowledge on the history of the global economy.
7)	Using various statistical techniques and numerical methods, they establish correct economic models and make analyzes by using statistical programs effectively.
8)	They use a foreign language at least at the B1 General Level in terms of European Language Portfolio criteria according to the level of education.
9)	They improve their skills of teamwork, negotiation, leadership and entrepreneurship.
10)	They have universal ethical values, social responsibility awareness and adequate knowledge of business law.
11)	Being able to develop positive attitudes with regards to lifelong learning, they identify their individual learning needs and carry out studies to fulfil them.
12)	They express their ideas and solution proposals concerning their field both written and orally, and present and publish them on both national and international platforms.
13)	They use information and communication technologies together with a computer software required by the field at least at advanced level of European Computer Driving License .

Assessment & Grading

Semester Requirements	Number of Activities	Level of Contribution
Homework Assignments	2	% 30
Midterms	1	% 30
Final	1	% 40
total		% 100
PERCENTAGE OF SEMESTER WORK		% 60
PERCENTAGE OF FINAL WORK		% 40
total		% 100

Workload and ECTS Credit Calculation

Activities	Number of Activities	Preparation for the Activity	Spent for the Activity Itself	Completing the Activity Requirements	Workload
Course Hours	14	2	2		56
Study Hours Out of Class	14	0	2		28
Homework Assignments	2	5	1		12
Midterms	1	5	1		6
Final	1	10	1		11
Total Workload					113