Relationship between two variables -- Multiple regression -- Hypothesis testing in regression models -- Heteroskedasticity -- Autocorrelated disturbances -- Introduction to dynamic economic modelling -- Predictability of asset returns and the efficient market hypothesis -- Asymptotic theory -- Maximum likelihood estimation -- Generalized method of moments -- Model selection and testing non-nested hypotheses -- Introduction to stochastic processes -- Spectral analysis -- Estimation of stationary time series processes -- Unit root processes -- Trend and cycle decomposition -- Introduction to forecasting -- Measurement and modelling of volatility -- Multivariate analysis -- Multivariate rational expectations models -- Vector autoregressive models -- Cointegration analysis -- VARX modelling -- Impulse response analysis -- Modelling the conditional correlation of asset returns -- Panel data models with strictly exogenous regressors -- Short T dynamic panel data models -- Large heterogeneous panel data models -- Cross-sectional dependence in panels -- Spatial panel econometrics -- Unit roots and cointegration in panels -- Aggregation of large panels -- Theory and practice of GVAR modelling -- Appendices: A. Mathematics -- B. Probability and statistics -- C. Bayesian analysis.