COURSE DESCRIPTION AND APPLICATION INFORMATION
| Course Name | Code | Semester | T+A+L (hour/week) | Type (C / O) | Local Credit | ECTS |
|---|---|---|---|---|---|---|
| Econometrics II | ECON 324 | Spring | 03+00+00 | Elective | 3 | 6 |
| Academic Unit: | Economics |
| Mode of Delivery: | Face to face |
| Prerequisites: | None |
| Language of Instruction: | English |
| Level of Course Unit: | Undergraduate |
| Course Coordinator: | - - |
| Course Objectives: | • Introducing the advanced econometric methods commonly used to analyze real economic data • Main inference and prediction techniques in panel data and time series models • Introduction to causal analysis |
| Course Contents: | • Panel data methods • Time series models • Causal analysis models |
| Learning Outcomes of the Course Unit (LO): |
|
| Planned Learning Activities and Teaching Methods: | Case Studies |
WEEKLY SUBJECTS AND RELATED PREPARATIONS
| Week | Subjects | Related Preperation |
|---|---|---|
| 1 | Review of regression and classification | EC 323 Lecture Notes |
| 2 | Review of regression and classification R applications | EC 323 R scripts |
| 3 | Panel data methods I | Stock & Watson, ch 10 |
| 4 | Panel data methods I | Stock & Watson, ch 10 |
| 5 | Panel data – R applications | Heiss, ch 13-14 |
| 6 | Student presentations | |
| 7 | Time series methods I | Stock & Watson ch14 |
| 8 | Time series methods II | Stock & Watson ch 15 |
| 9 | Time Series R applications | Heiss, ch 10-12 |
| 10 | Introduction to Causal Analysis | Stock & Watson ch 12 |
| 11 | IV Regression | Stock & Watson ch 12 |
| 12 | Regression Discontinuity | Stock & Watson ch 13 |
| 13 | Causal methods R applications | Heiss, ch 15 |
| 14 | General review and student presentations |
At Kadir Has University, a Semester is 14 weeks; The weeks 15 and 16 are reserved for final exams.
REQUIRED AND RECOMMENDED READING
| • James H. Stock and Mark W. Watson, 2015 [SW]. Introduction to Econometrics, Global edition, Person Education, England. • Heiss Florian, 2016. Using R for introductory Econometrics, CreateSpace Independent Publishing Platform. |
OTHER COURSE RESOURCES
ASSESSMENT METHODS AND CRITERIA
| Semester Requirements | Number | Percentage of Grade (%) |
|---|---|---|
| Attendance / Participation | 14 | 15 |
| Project | 1 | 40 |
| Homework Assignments | 3 | 30 |
| Extra-Class Activities (reading, individual study etc.) | 6 | 15 |
| Total: | 24 | 100 |
WORKLOAD
| Events | Count | Duration (Hours) | Total Workload (hour) |
|---|---|---|---|
| Course Hours | 14 | 3 | 42 |
| Project | 1 | 40 | 40 |
| Homework Assigments | 3 | 10 | 30 |
| Extra-Class Activities (reading,individiual work, etc.) | 6 | 6 | 36 |
| Total Workload (hour): | 148 | ||
1 ECTS = 25 Hours Workload
THE RELATIONSHIP BETWEEN COURSE LEARNING OUTCOMES (LO) AND PROGRAM QUALIFICATIONS (PQ)
| # | PQ1 | PQ2 | PQ3 | PQ4 | PQ5 | PQ6 | PQ7 | PQ8 | PQ9 | PQ10 | PQ11 | PQ12 | PQ13 |
| LO1 | |||||||||||||
| LO2 | |||||||||||||
| LO3 |
Contribution: 1 Low, 2 Average, 3 High