This course presents a rigorous introduction to the core topics of modern econometrics with a focus on the mathematical and statistical foundations. Topics such as linear regression, ordinary and generalized least squares, maximum likelihood and statistical testing in regression models are covered.

 This course provides a comprehensive formal introduction to the analysis of economic data using econometric methods. After having taken the course, students should be able to understand the econometric foundations of empirical studies published in scientific journals and carry out advanced econometric work by themselves.

Attendance is compulsory and students are expected to present at at least 80% of all dates. Students should have a sound knowledge of statistics and mathematics (matrix algebra in particular).

Frontal teaching, group exercises. 

Mid-term test (40%), final test (40%), exercises (20%).A positive joint mid-term and final test (50\% threshold of total points) is required for passing the course.