Econometrics (M.Sc. level) is a semenster-long course designed for masters students at GSME. The main objectives of the course are to introduce students the econometric techniques to prepare them to do their own applied work. Students are encouraged to think of the course as a preparation toward their thesis research project. The prerequisites of the course is Econometrics I at GSME. The knowledge of some computer-programming is welcome. We aim to not only cover time series technique such as ARMA models, non-stationary time-series, unit root tests, cointegration, VAR and VECM, but also we will learn fundamental topics in binary choice models (logit, probit, tobit, Heckman) and basic concepts of panel data analysis (pooled regression, fixed and random effects, dynamic panel models, binary choice panel data). All topics are accompanied with real data examples in Stata.