The main objective of this course is to provide students the fundamental econometric theory and the necessary tools for the analysis of actual and realistic data. To this aim, the course will cover the following topics: the nature of econometrics and economic data, regression analysis with cross-sectional data, multiple regression analysis, time series analysis, limited dependent variable analysis etc. In econometrics, a linear regression model is a linear approach for modelling the relationship between a dependent variable and one or more independent variables. While the dependent variable is classified as a binary variable, an ordered variable, or censored data, we call these models as limited dependent models; While time series analysis is the linear regression model for analyzing time series data to overcome the unit-root problems.