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. 14.00-16.30
Class: K2 Z03
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 2026-2027 *
Week 01 - 02.10.2026 - INTRODUCTION
Week 02 - 09.10.2026 - BASICS OF ECONOMETRICS
Week 03 - 16.10.2026 - no lecture
Week 04 - 23.10.2026 - ARDL & COINTEGRATION, SIMULTANEOUS REGRESSION ANALYSIS
Week 05 - 30.10.2026 - INTRODUCTION TO R & R APPLICATIONS
Week 07 - 06.11.2026 - BAYESIAN MODELS & R APPLICATIONS: BMA & CC & MAPPING
Week 08 - 13.11.2026 - R APPLICATIONS: INTRODUCTION TO TEXTUAL ANALYSIS
Week 09 - 20.11.2026 - midterm
Week 10 - 27.11.2026 - R APPLICATIONS: WEBSCRAPING & SENTIMENT ANALYSIS
Week 11 - 04.12.2026 - PANEL DATA ANALYSIS
Week 12 - 11.12.2026 - SPATIAL ECONOMETRICS
Week 13 - 18.12.2026 - NONLINEAR ANALYSIS (PARAMETRIC & NONPARAMETRIC MODELS)
Week 14 - 25.12.2026 - HETEROGENEOUS PANELS & INSTRUMENTAL VARIABLES
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.