This course is designed to provide a rigorous foundation of modern econometrics for applied research in economics. The first part of the course covers classic econometric concepts and techniques, such as moment estimation, maximum likelihood, least squares regression, and hypothesis testing and inference. Where necessary some statistical theory as well as basic matrix algebra will be taught. The second part of the course builds on these sound fundamentals of econometric theory. Topics covered could include instrumental variables, generalised method of moments (GMM), the bootstrap, quantile regression, or panel methods. Students will be required to use statistical packages to conduct econometric data analysis.