This course introduces students to the concepts, methods, and applications used in the econometrics oriented empirical economic research. The topics covered include simple and multiple regression models, regression model with various functional form and dummy variables, and regression problems of heteroscedasticity, autocorrelation and multicollinearity. Emphasis is given to issues of estimation, hypothesis testing, and interpretation. For regression problems, special emphasis is given to the issue of diagnosing and overcoming these problems. In order to expose students to analysis of empirical data, statistical software such as SAS, Eviews, and Gretl will be introduced