This is the first course in econometrics for master's students. We will discuss topics on single-variable regression, multiple regression, regression with Panel Data, regression with a binary dependent variable, instrumental variables regression, and experiments and quasi-experiments. These econometrics tools enable us to make causal inferences on how changes in some factors might lead to changes in the other factors. Identifying such a causal relationship is important in many real world situations, especially in finance and economics fields.