ECONOMETRIC II
Module/Course Title : Econometric II
Course Type: Department Compulsory Course In Economics
Course Coordinator: Putu Mahardika Adi Saputra, S.E.,M.Si.,M.A.,Ph.D Lesson Plan Developer: Setyo Tri Wahyudi, S.E.,M.Ec.,Ph.D
Modules/
Course Code
Student
Workloads Credits(ECTS) Semester Frequency Duration EKU60214 16 x 3CU x 170 3 CU x 1,5 5th Semester Odds/Even 1 Semester
minutes ECTS Semester
1 Types of courses
- Contact Hours Independent Class Sizes
Study
16 x 3 CU x 50 16 x 3 CU x 120 35 students minutes minutes
2 Prerequisites for participation (if applicable) -
3 Learning Outcomes
a) Intended Learning Outcomes (ILO)
1. ILO 2: Capable of demonstrating a responsible attitude towards work in the field of expertise independently
2. ILO 5: Capable of making appropriate decisions in context of solving problems based on the results of information and data analysis 3. ILO 6: Capable of demonstrating how to think economically, and
applying basic principles and economic theory to analyse economic development issues and policies in economic development
4. ILO 8: Capable of designing and conducting research, analysing and interpreting data with quantitative and qualitative approaches in economics field
5. ILO 9: Capable of mastering the concepts and theories of economics b) Course Learning Outcomes (CLO)
1. CLO 1: Capable of understanding advanced concepts in Econometrics 2. CLO 2: Capable of understanding various methods of testing and
analysis
3. CLO 3: Capable of applying various econometric models in economic analysis
4. CLO 4: Capable of making improvements to various violations in econometric modeling
4 Subject Content
1) Review of Basic Econometric Concepts (CLO 1) 2) Econometric Modeling (CLO 2)
3) Regression and Model Selection (CLO 2) 4) Panel Data Regression Model (CLO 3) 5) Introduction to Time Series Analysis (CLO 2) 6) Stationarity Model (CLO 3)
7) Lagged Models (CLO 3)
8) Error Correction Model (CLO 3)
9) Causality Model (CLO 3)
10) Simultaneous Equation Model (CLO 3) 11) VAR Models (CLO 3)
12) VECM (CLO 3) models
13) Introduction to Forecasting (CLO 4) 14) ARIMA Models: Introduction (CLO 3) 5 Teaching Methods
1. Lectures
2. Discovery Learning 3. Cooperative Learning 4. Collaborative Learning 6 Assessment Methods
Participation, Assignment, Quiz, Mid Test, Final Exam
7 This Module/Course is also applied in The Following Study Program/s Islamic Economics Undergraduate Study Program
8 Authorisation for Modules/Courses Team
9 References:
1. Gujarati, D. (2004). Basic Econometrics.
2. Wooldridge, J.M. (1999). Introductory Econometrics.
3. Baltagi. BH (2008). Econometrics. Springer
4. Wahyudi, ST (2016). Concepts and Application of Econometrics using E- Views. PT. Rajawali Press: Jakarta.
5. Wahyudi, S. T. (2016). Konsep dan penerapan ekonometrika menggunakan E-views. Jakarta: PT. Raja Grafindo Persada.
6. Wahyudi, S. T. (2017). Economic Statistics (Concept, Theory and Application).
7. Oktanisa, I., Mahmudy, W. F., & Maski, G. (2020). Inflation rate prediction in Indonesia using optimized support vector regression model. Journal of Information Technology and Computer Science, 5(1), 104-114.
