Academic Catalog

ECON302 INTRODUCTION TO ECONOMETRICS II

Course Code: 3110302
METU Credit (Theoretical-Laboratory hours/week): 4(3-2)
ECTS Credit: 6.0
Department: Economics
Language of Instruction: English
Level of Study: Undergraduate
Course Coordinator: Assist.Prof.Dr ALEV ATAK
Offered Semester: Fall and Spring Semesters.
Prerequisite: Set 1: 3110301
The course set above should be completed before taking ECON302 INTRODUCTION TO ECONOMETRICS II.

Course Content

Dummy Variables: testing structural change, estimating the prediction error variance, seasonal adjustment and pooling cross-sectional and time-series data. Lagged Variables: the polynomial distributed lag and the geometric distributed lag. Autocorrelation and heteroscedasticity. Simultaneous equations; identification and single-equation estimation.