{"id":207,"date":"2019-07-01T08:07:11","date_gmt":"2019-07-01T08:07:11","guid":{"rendered":"http:\/\/iccdss.idu.edu.tr\/?page_id=207"},"modified":"2019-07-08T07:47:19","modified_gmt":"2019-07-08T07:47:19","slug":"stata-ile-uygulamali-dinamik-mikro-panel-veri-analizi","status":"publish","type":"page","link":"https:\/\/iccdss.idu.edu.tr\/?page_id=207","title":{"rendered":"STATA \u0130LE UYGULAMALI D\u0130NAM\u0130K M\u0130KRO PANEL VER\u0130 ANAL\u0130Z\u0130"},"content":{"rendered":"<p><span style=\"color: #000000;\"><strong>\u00c7al\u0131\u015ftay Sorumlusu: <\/strong>Do\u00e7. Dr. Abdurrahman KORKMAZ (\u0130zmir K\u00e2tip \u00c7elebi \u00dcniversitesi, \u0130ktisat B\u00f6l\u00fcm\u00fc)<\/span><\/p>\n<p><span style=\"color: #000000;\">abdurrahman.korkmaz@ikc.edu.tr<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u00c7al\u0131\u015ftay S\u00fcresi:<\/strong>4 saat (1 saat teorik, 3 saat uygulama)<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u00c7al\u0131\u015ftay D\u00fczeyi:<\/strong>Ba\u015flang\u0131\u00e7<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>Kat\u0131l\u0131mc\u0131 Say\u0131s\u0131:<\/strong>En az 10, En \u00c7ok 20. Kat\u0131l\u0131mc\u0131 say\u0131s\u0131n\u0131n fazla olmas\u0131 halinde erken ba\u015fvurulara \u00f6ncelik verilecektir. Kat\u0131l\u0131mc\u0131lar\u0131n bir diz\u00fcst\u00fc bilgisayara sahip olmas\u0131 beklenmektedir. Temel ekonometri bilgisine sahip olmak \u00e7al\u0131\u015ftaya kat\u0131l\u0131m i\u00e7in yeterlidir.<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>Ama\u00e7: <\/strong>Dinamik Mikro Panel Veri Analizi, ba\u011f\u0131ml\u0131 de\u011fi\u015fkenin gecikmeli de\u011ferlerini de i\u00e7eren bir ekonometrik modelin, zaman boyutunun kesit boyutundan k\u0131sa oldu\u011fu (k\u00fc\u00e7\u00fck T, geni\u015f N) panel veri setleri \u00fczerinden tahmin edildi\u011fi durumlara i\u015faret etmektedir. Dinamik Mikro Panel Veri Analizlerinde kar\u015f\u0131la\u015f\u0131lan en \u00f6zellikli sorun, En K\u00fc\u00e7\u00fck Kareler Tahmincisinin b\u00f6ylesi durumlarda yanl\u0131 ve tutars\u0131z parametre tahminleri \u00fcretiyor olmas\u0131d\u0131r. Stephen Nickell taraf\u0131ndan ortaya koyulmas\u0131 nedeniyle Nickell Yanl\u0131l\u0131\u011f\u0131 veya Dinamik Panel Yanl\u0131l\u0131\u011f\u0131 olarak da adland\u0131r\u0131lan s\u00f6z konusu sorunun \u00fcstesinden gelebilmek ad\u0131na \u00f6nerilen alternatif tahmincilerin <strong><u>uygulama odakl\u0131<\/u><\/strong>olarak tan\u0131t\u0131lmas\u0131, bu \u00e7al\u0131\u015ftay\u0131n temel amac\u0131n\u0131 olu\u015fturmaktad\u0131r.<\/span><\/p>\n<p><span style=\"color: #000000;\"><strong>\u0130\u00e7erik: <\/strong>\u00c7al\u0131\u015ftay\u0131n ilk oturumunda, Dinamik Panel Veri, \u0130\u00e7sel, D\u0131\u015fsal ve \u00d6n Belirlenmi\u015f De\u011fi\u015fkenler, Dinamik Panel Veri Yanl\u0131l\u0131\u011f\u0131, Dinamik Mikro Panel Veri Analizlerinde Dura\u011fanl\u0131k, Dengeye Yak\u0131nsama H\u0131z\u0131 ve \u0130stikrar Ko\u015fulu gibi temel kavramlar \u00fczerinde durulacakt\u0131r. Dinamik Mikro Panel Veri Analizlerine ili\u015fkin temel kavramlar\u0131n a\u00e7\u0131klanmas\u0131n\u0131n ard\u0131ndan ele al\u0131nmas\u0131 planlanan alternatif tahminciler ise \u015fu \u015fekildedir:<\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">Yanl\u0131l\u0131\u011f\u0131 D\u00fczeltilmi\u015f Kukla De\u011fi\u015fkenli En K\u00fc\u00e7\u00fck Kareler Tahmincisi: XTLSDVC Komutu<\/span><\/li>\n<li><span style=\"color: #000000;\">Fark Genelle\u015ftirilmi\u015f Momentler ve Sistem Genelle\u015ftirilmi\u015f Momentler Tahmincileri: XTABOND2 Komutu<\/span><\/li>\n<li><span style=\"color: #000000;\">Yar\u0131 En \u00c7ok Olabilirlik Tahmini: XTDPDQML Komutu<\/span><\/li>\n<li><span style=\"color: #000000;\">En \u00c7ok Olabilirlik ve Yap\u0131sal DenklemModellemesi: XTDPDML Komutu<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\"><strong>Se\u00e7ilmi\u015f Kaynaklar: <\/strong><\/span><\/p>\n<ul>\n<li><span style=\"color: #000000;\">NICKELL, Stephen. Biases in dynamic models with fixed effects.\u00a0<strong><em>Econometrica<\/em><\/strong><em>, <\/em>1981, 1417-1426.<\/span><\/li>\n<li><span style=\"color: #000000;\">BRUNO, Giovanni SF. Estimation and inference in dynamic unbalanced panel-data models with a small number of individuals.\u00a0<strong><em>Stata Journal<\/em><\/strong>, 2005, 5.4: 473-500.<\/span><\/li>\n<li><span style=\"color: #000000;\">ROODMAN, David. How to do xtabond2: An introduction to difference and system GMM in Stata.\u00a0<strong><em>Stata journal<\/em><\/strong>, 2009, 9.1: 86-136.<\/span><\/li>\n<li><span style=\"color: #000000;\">KRIPFGANZ, Sebastian. Quasi\u2013maximum likelihood estimation of linear dynamic short-T panel-data models.<strong><em>Stata Journal<\/em><\/strong>, 2016, 16.4: 1013-1038.<\/span><\/li>\n<li><span style=\"color: #000000;\">WILLIAMS, Richard; ALLISON, Paul D.; MORAL-BENITO, Enrique. Linear dynamic panel-data estimation using maximum likelihood and structural equation modeling.\u00a0<strong><em>Stata Journal<\/em><\/strong>, 2018, 18.2: 293-326.<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\"><span style=\"text-decoration: underline;\"><strong>\u00c7al\u0131\u015ftay Zaman\u0131:<\/strong><\/span>\u00a0\u00c7al\u0131\u015ftaylar Kongre Program\u0131 kapsam\u0131nda 20.00&#8217;de ba\u015flayacakt\u0131r, kat\u0131l\u0131m \u00fccreti <strong>100<\/strong> T\u00fcrk Liras\u0131d\u0131r. Kat\u0131l\u0131mc\u0131lara sertifika verilecektir.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u00c7al\u0131\u015ftay Sorumlusu: Do\u00e7. Dr. Abdurrahman KORKMAZ (\u0130zmir K\u00e2tip \u00c7elebi \u00dcniversitesi, \u0130ktisat B\u00f6l\u00fcm\u00fc) abdurrahman.korkmaz@ikc.edu.tr \u00c7al\u0131\u015ftay S\u00fcresi:4 saat (1 saat teorik, 3<\/p>\n","protected":false},"author":2,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-207","page","type-page","status-publish","hentry","comments-off"],"_links":{"self":[{"href":"https:\/\/iccdss.idu.edu.tr\/index.php?rest_route=\/wp\/v2\/pages\/207","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/iccdss.idu.edu.tr\/index.php?rest_route=\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/iccdss.idu.edu.tr\/index.php?rest_route=\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/iccdss.idu.edu.tr\/index.php?rest_route=\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/iccdss.idu.edu.tr\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=207"}],"version-history":[{"count":4,"href":"https:\/\/iccdss.idu.edu.tr\/index.php?rest_route=\/wp\/v2\/pages\/207\/revisions"}],"predecessor-version":[{"id":225,"href":"https:\/\/iccdss.idu.edu.tr\/index.php?rest_route=\/wp\/v2\/pages\/207\/revisions\/225"}],"wp:attachment":[{"href":"https:\/\/iccdss.idu.edu.tr\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=207"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}