This is a textbook designed for undergraduate and graduate students and is the result of the author's more than twenty years of involvement with econometrics as both teacher and researcher. It contains theory, problems and answers, many of which have already been tested extensively in classrooms and tutorials and then refined for the book.

It includes the following topics:

Single equation regressions
Dummy and limited dependent variable models
Simultaneous equations models
Dynamic regression models
Unit roots
Cointegration and error correction models
ggregation over time issues
Forecasting and panel data models

The book does not attempt to duplicate the many standard econometrics books. Rather, it supplements them by focusing exclusively on theoretical and empirical exercises in a systematic way. Although much of the material has a Caribbean flavour, its rigorous and clear presentation will appeal to students and teachers worldwide.

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