This course aims to equip the students with the knowledge and skills of econometric modelling and empirical investigations in economics and finance. It also equips the students with the skills to use computer software to carry out econometric analysis. The computer skill is essential for students who wish to pursue further studies or a professional career in economics, finance or related disciplines. Real-world economic and finance data will be used in this course to help students to master different econometric methods. By combining the knowledge acquired in class with software skills students will be able to discover how to apply econometric models to test economic and finance theories, and to predict economic time series. They will discover the econometrics tools and design econometric models to come up with effective solutions for a wide range of real-life questions.