This course is one of the core teaching activities of the PhD program in "Economics" and of the course "Economia e Finanza - QEM". In line with the educational objectives of the course, this activity aims to present the main mathematical and statistical tools necessary for the analysis of economic phenomena; particular attention will be devoted to the use of formal language and methodological rigor. More specifically, the course aims to complete students preparation in Econometrics by being able to deal with advanced econometric models and methods. Moreover, it will provide students with the main econometric methods, with special reference to the analytical derivation of the estimators and to inference procedures. The course is well equipped with econometric practice, enhancing practical abilities in the use of the econometric software such as Matlab, STATA and Gretl.