Course Language:
English
Course Coordinator:
Courses given by:
Course Objectives:
Econometrics II aims at providing advanced econometric skills in the forms of modern time series and panel data. To this end, the students will be encouraged to undertake projects so that they can practice their econometric knowledge with an appropriate econometric software.
Course Content:
Unit root testing, different cointegration technqiues, error correction modells, ARCH and GARCH modelling, panel econometric technqiues, different causality analyses.
Teaching Methods:
Anlatım, Soru Cevap, Tartışma, Örnek Olay
Assessment Methods:
Sınav, Ödev