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Bilkent University

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Undergraduate and Graduate Programs 2023-2024

ECON 512 Econometrics II

Theory and application of existing micro-econometric techniques, econometrics of panel data, and Monte Carlo simulation. Topics include Discrete regression models, Censored and Truncated regression, Models with self-selectivity, Disequilibrium models, Count Data, Duration models, Static panel data analysis, Dynamic panel data analysis, Non-stationary panel methods: Panel unit roots and cointegration, PanelVAR, Monte Carlo and bootstrap. Credit units: 3 ECTS Credit units: 5, Prerequisite: ECON 510.

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