ECON 8006 - (PhD) - Fall Term Course
This course consists of independent modules. Each module is self-contained and guest lecturers are invited. The course intends to make the students familiar with the selected methods and applications in econometrics and statistics. Readings and other course documents will be announced prior to each module. Missing a lecture means failing. There will be several homework regarding the topics covered.
Class Hours: FRI 19.00 (GMT+03:00)
Class: Online
Suggested Reading List
James D. Hamilton - Time Series Analysis
James Davidson - Econometric Theory
Jeffrey M. Wooldridge - Econometric analysis of cross section and panel data
A. Colin Cameron and Pravin K. Trivedi - Microeconometrics Methods and Applications
Suggested Websites
https://www.ssc.wisc.edu/~bhansen/econometrics/
Schedule 2024-2025 *
Week 01 - 04.10.2024 - INTRODUCTION
Week 02 - 11.10.2024 - BASICS OF ECONOMETRICS
Week 03 - 18.10.2024 - COINTEGRATION, SIMULTANEOUS REGRESSION ANALYSIS & BAYESIAN MODELS
Week 04 - 25.10.2024 - INTRODUCTION TO R
Week 05 - 01.11.2024 - R APPLICATIONS: CC & MAPPING
Week 06 - 08.11.2024 - R APPLICATIONS: BMA & INTRODUCTION TO TEXTUAL ANALYSIS
Week 07 - 15.11.2024 - R APPLICATIONS: WEBSCRAPING & SENTIMENT ANALYSIS
Week 08 - 18.11.2024 - (20.00) - Guest Lecturer: Yasemin Özerkek - PANEL DATA ANALYSIS
Week 09 - 27.11.2024 - (10:00) - Guest Lecturer: Bilge Eriş Dereli - PSEUDO PANEL
Week 10 - 03.12.2024 - (11.00) - Guest Lecturer: B. Can Karahasan - SPATIAL ECONOMETRICS
Week 11 - 13.12.2024 - NONLINEAR ANALYSIS (PARAMETRIC & NONPARAMETRIC MODELS)
Week 12 - 20.12.2024 - HETEROGENEOUS PANELS & INSTRUMENTAL VARIABLES
Week 13 - 27.12.2024 - Christmas break
Week 14 - 03.01.2024 - Discussions for future research
Thanks to the below professors for their contributions to the lecture for many years
Fırat Bilgel - CAUSAL INFERENCE
B. Can Karahasan - SPATIAL ECONOMETRICS
Ozan Bakış - APPLIED ECONOMETRICS WITH R
Yasemin Özerkek - PANEL DATA ANALYSIS
Bilge Eriş Dereli - PSEUDO PANEL
* There may be minor changes in the schedule.