Topics in Econometrics and Statistics

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: MON. 09.00-12.00

Class: Cem Yalım Room

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

Schedule 2023-2024 *

Week 01 - 09.10.2023 - Pınar Deniz - BASICS OF ECONOMETRICS

Week 02 - 16.10.2023 - Pınar Deniz - BAYESIAN MODELS and SIMULTANEOUS REGRESSION ANALYSIS

Week 03 - 23.10.2023 - Pınar Deniz - R PROGRAMMING & CONVERGENCE ANALYSIS TECHNIQUES AND MAPPING

Week 04 - 30.10.2023 - Pınar Deniz - BAYESIAN MODEL AVERAGING & TEXTUAL ANALYSIS

Week 05 - 06.11.2023 - Yasemin Özerkek - PANEL DATA ANALYSIS (via Zoom)

Week 06 - 13.11.2023 - midterm

Week 07 - 20.11.2023 - Bilge Eriş Dereli - PSEUDO PANEL

Week 08 - 27.11.2023 - Pınar Deniz - WEBSCRAPING AND TONE ANALYSIS

Week 09 - 04.12.2023 - Pınar Deniz - no class

Week 10 - 11.12.2023 - Pınar Deniz - HETEROGENEOUS PANELS & NONLINEAR REGRESSION MODELS

Week 11 - 18.12.2023 - Pınar Deniz - no class

Week 12 - 27.12.2023 - B. Can Karahasan - SPATIAL ECONOMETRICS (online)

Week 13 - 01.01.2024 - no class

Week 14 - 08.01.2024 - Pınar Deniz - IV and GMM MODELS

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.