General Linear Regression Model, Ordinary Least Square and Summary Statistics. Generalized Least Squares and Maximum Likelihood Estimation; Dummy Variables and Structural Shifts; Non-Linear Models and Estimation Algorithms, Panel Data Seemingly Unrelated Equations and Simultaneous Equations; Estimation with Limited Dependent Variables, Data Censuring and Selectivity Bias. Concept of Stationarity, Analysis of Stationary and Integrated Data Generating Processes; Analysis; ARIMA Models, Forecasting and Time Series Decomposition; Analysis and Decomposition of Forecast Errors. ARCH Models and Risk-return Analysis; VAR Models. Causality Influence Response Analysis and Multivariate Decomposition; Co-integration and Error-correction Analysis.