Introduction and application of Eviews and STATA programs, simple regression model, multiple regression model, Hypothesis testing, Confidence intervals, measures of goodness of fitness, Dummy variables, tests for heteroscedasticity, tests for structural breaks, Nonlinear regression models, Probit and Logit models, Time Series analysis, Autoregressive Models for Time Series, Autocorrelation tests for time series, Autoregressive Distributed Lag Models, Applications using economic models, Volatility Models (ARCH and GARCH)