1. Introduction

2. An Introduction to Linear Regression

3. Interpreting and Comparing Regression Models

4. Heteroskedasticity and Autocorrelation

5. Endogeneity, Instrumental Variables and GMM

6. Maximum Likelihood Estimation and Specification Tests

7. Models with Limited Dependent Variables

8. Univariate Time Series Models

9. Multivariate Time Series Models

10. Models based on Panel Data

1. Vectors and Matrices

Statistical and Distribution Theory