Econometrics (ECON 506)

2021 Spring
Faculty of Arts and Social Sciences
Economics(ECON)
3
10.00
Yusuf Emre Akgündüz emre.akgunduz@sabanciuniv.edu,
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English
Doctoral, Master
ECON505
Formal lecture,Recitation
Discussion based learning,Project based learning
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CONTENT

Classical linear regression model, generalized least squares generalized method of moments, qualitative dependent variable models, time series analysis.

OBJECTIVE

Initiate the student to the methods of advanced applied research in economics.

LEARNING OUTCOME

On completion of the module, students should be able to
a) demonstrate a broad knowledge of core topics in econometric theory,
b) set up and estimate sound econometric models analyzing specific problems and ideas,
c) analyze and solve complex problems accurately.

ASSESSMENT METHODS and CRITERIA

  Percentage (%)
Final 40
Exam 35
Assignment 25

RECOMENDED or REQUIRED READINGS

Readings

Hayasi, "Econometrics", Princeton University Pres
Davidson and MacKinnon, "Estimation and Inference in Econometrics", Oxford University Pres
Greene, "Econometric Analysis", Prentice Hall