CONTENIDO: The linear regression model. What is econometrics?. Choosing estimators: Intuition and monte carlo methods. Linear estimators and a gauss-markov theorem. Blue estimators for the slope and intercept of a straight line. Residuals. Multiple regression. Specification and hypothesis testing. Testing single hypotheses in regression models. Superfluous and omitted variables, Multicollinearity, and binary variables. Testing multiple hypotheses. Further topics in regression. Heteroskedastic disturbances. Autoregressive disturbances. Large-sample properties of estimators: Consistency and asymptotic efficiency. Instrumental variables estimation. Simultaneous systems of equations. Randomized experiments and Natural experiments. Analyzing panel data. Forecasting. Stochastically trending variables. Logit and probit models: truncated and censored. Samples. Statistical appendix.