Introducing Stata - Simple linear regression - Interval estimation and hypothesis testing - Prediction, goodness of fit and modeling issues - Multiple linear regression - Further inference in the multiple regression model - Using indicator variables - Heteroskedasticity - Regression with time-series data : stationary variables - Random regressors and moment based estimation - Simultaneous equations models - Regression with time-series data : nonstationary variables - Vector error correction and vector autoregressive models - Time-varying volatility and ARCH models - Panel data models - Qualitative and limited dependent variable models