This is an introductory to intermediate econometrics course for first year master students. Its goal is to equip students with solid understanding of the econometric theory that underlies basic econometric models. After a review of the multiple regression model, OLS computation and asymptotic properties, the course will deal with generalizations of the least squares problem, to discuss instrumental variables, panel data and limited dependent variables (time permitting). The course features weekly review sessions covering theoretical and practical exercises using Stata. After taking this course, students should be able to: (1) choose appropriate models and estimators for given economic applications; (2) interpret their estimates; (3) diagnose potential problems with basic models and know how to remedy them; (4) progress onto the study of advanced topics in econometrics.