The course equips students with basic and advanced knowledge in theory as well as practice in econometrics. In addition, the course provides econometric knowledge and skills on data processing, solving the phenomenon of heteroscedasticity, and determining the wrong form of the function. Econometric theory helps students to master the methods combined with practice on Eviews/Stata/R software so that students can apply the econometric models being learnt to deal with quantitative models in economics and finance.