This text provides a starting point for graduate-level econometrics. The comprehensive, yet accessible introductory text includes all of the major subjects of modern econometrics. The book relies on concepts rather than alegbra, with the authors selecting an appropriate level of computation in nonlinear models, of generalised method of moments, and of random number generation. One feature of the book is the discussion of the bootstrap in a number of chapters. The bootstrap provides a way to make inferences in a wide variety of econometric models. A good introduction of bootstrap inference should aid students in understanding inference based on exact and asymptotic distributions as well. INDICE 1. REGRESSION MODELS 2. THE GEOMETRY OF LINEAR REGRESSION 3. HYPOTHESIS TESTING IN LINEAR REGRESSION MODELS 4. CONFIDENCE INTERVALS 6. NONLINEAR REGRESSION 7. GENERALISED LEAST SQUARES AND RELATED TOPICS 8. INSTRUMENTAL VARIABLES ESTIMATION 9. THE GENERALISED METHOD OF MOMENTS 10.THE METHOD OF MAXIMUM LIKELIHOOD 11.DISCRETE AND LIMITED DEPENDENT VARIABLES 12.MULTIVARIATE MODELS 13.METHODS FOR STATIONARY TIME-SERIES DATA 14.UNIT ROOTS AND COINTEGRATION 15.TESTING THE SPECIFICATION OF ECONOMETRIC MODELS