Preface to the second edition.

Chapter 1: Introduction.

Chapter 2: Basic data handling.

Chapter 3: Correlation.

Chapter 4: An introduction to simple regression.

Chapter 5: Statistical aspects of regression.

Chapter 6: Multiple regression.

Chapter 7: Regression with dummy variables.

Chapter 8: Regression with time lags: distributed lag models.

Chapter 9: Univariate time series analysis.

Chapter 10: Regression with time series variables.

Chapter 11: Applications of time series methods in macroeconomics and finance.

Chapter 12: Limitations and extensions.

Appendix A: Writing an empirical project.

Appendix B: Data directory.

Index.