Introduction to standard regression procedures of parameter estimation and hypothesis testing in economics and finance. The following topics will be covered: linear multiple regression, least-square estimation, goodness-of-fit, Gauss-Markov theorem, coefficient tests and confidence intervals, multicollinearity, dummy variables, tests on structural change, model misspecification, test of linear restrictions, heteroscedasticity (test and estimation), stochastic regressors, instrumental variables, dynamic models , forecasting, stability test, autocorrelation (test and estimation), introduction to asymptotic theory, maximum likelihood estimation and time-series analysis, arch-garch models, systems of structural equations (identification and estimation), var models (unrestricted), ecm, non-stationary time series, unit root test, cointegration analysis (elements), the LSE approach with applications in economics and finance. Econometric software Eviews will be used.