The nature of econometrics and economic date -- Regression analysis with cross-sectional data. The simple regression model ; Multiple regression analysis : estimation ; Multiple regression analysis : inference ; Multiple regression analysis : OLS asymptotics ; Multiple regression analysis: further issues ; Multiple regression analysis with qualitative information : binary (or dummy) variables ; Heteroskedasticity ; More on specification and data issues -- Regression analysis with time series data. Basic regression analysis with time series data ; Further issues in using OLS with time series data ; Serial correlation and heteroskedasticity in time series regressions -- Advances topics. Pooling cross sections across time : simple panel data methods ; Advanced panel data methods ; Instrumental variables estimation and two stage least squares ; Simultaneous equations models ; Limited dependent variable models and sample selection corrections ; Advanced time series topics ; Carrying out an empirical project ; Appendix A. Basic mathematical tools -- Appendix B. Fundamentals of probability -- Appendix C. Fundamentals of mathematical statistics -- Appendix D. Summary of matrix algebra -- Appendix E. The linear regression model in matrix form -- Appendix F. Answers to chapter questions -- Appendix G. Statistical tables.