This compulsory course is the second and last part of the sequence of the Econometric courses in the undergraduate economics program. Assuming that a basic understanding of cross-sectional Econometrics is developed in the first part, this course aims to cover more advanced topics in Econometrics. First, it makes an introduction to the time-series analysis with both stationary and non-stationary variables. Second, it deals with the problem of serial correlation and heteroskedasticity in time series regressions. Third, it covers basic and advanced panel data models. Fourth, it discusses instrumental variables estimation and the criterion for the selection of good instruments. Fifth, it completes with a discussion of advanced time series topics such as cointegration and error-correction models.