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: |
Prof.Dr. ERDAL ÖZMEN |
| 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.
