Econometrics Course unit titles Econometrics Course unit code MNK628 Type of course unit (compulsory, optional) Compulsory Level of course units (according to EQF: first cycle Bachelor, second cycle Master) Master Program of Islamic Economics Year of study when the course unit is delivered (if applicable) Second year Semester/trimester when the course unit is delivered 3rd semester Number of ECTS credits allocated 3 credits (4.8 ECTS) Name of lecturer(s) Sulistya Rusgianto, SE, M.IF., Ph.D Dr. Ririn Tri Ratnasari Learning outcomes of the course unit After finishing the course, students are expected to be able to explain and choose the right econometric methodology to answer research problems in Islamic economics and finance, apply Multiple Linear Regression modeling to answer research problems in Islamic economics and finance, apply Structural Equation Modeling to answer problems research in economics and finance, applying Panel Data Regression modeling to answer research problems in Islamic economics and finance, applying Time Series modeling to answer research problems in Islamic economics and finance, applying Volatility modeling to answer research problems in economics and finance Islam,and explain the basics of Big Data analysis and Artificial Intelligence using machine learning. Mode of delivery (face-to-face, distance learning) face-to-face, distance learning Prerequisites and co-requisites (if applicable) --- Course content This course studies various econometric models to answer research problems in Islamic economics and finance. The basic methods studied include multiple linear regression, panel data regression, Structural Equations Modeling, time-series and volatility modeling. Also introduced are the basics of Big Data analysis and Artificial Intelligence using machine learning. The basic method is expected to be a provision to independently study various econometric methods that are developing rapidly. The learning method used is Project-based learning by utilizing econometric software which is popularly used in research. During project implementation, coaching will be conducted to help students apply econometric methods appropriately. Recommended or required reading and other learning resources/tools 1. Gujarati, Damodar N. 2003. Basic Econometrics, Fourth Edition. New York: McGraw-Hill International Edition 2. Ghozali, I. dan Ratmono, D. 2017. Analisis Multivariat dan Ekonometrika. Badan Penerbit Universitas Diponegoro, Semarang 3. Asteriou, D. dan Hall, S. G. 2007. Applied Econometrics. Palgrave Macmillan, New York 4. Hair, Joseph F., Black, William C., Babin, Barry J., Anderson, Rolph E. 2010. Multivariate Data Analysis, Seventh Edition, New Jersey: Pearson Prentice Hall (MDA) 5. Witten, I.H., Frank, E. dan Hall, M.A. 2011. Data Mining. Morgan Kaufmann Publisher, Burlington 6. Relevant Similar References Planned learning activities and teaching methods Explanation of learning methods and Discussion of teaching materials Language of instructions Bahasa, English Assessment methods and criteria Projects and Peer Reviews