In this Part I, there are 7 chapters which focus lies in comprehending the essence of econometrics, ranging from its fundamental principles to its more sophisticated facets. The overarching aim is to equip readers with the understanding needed to effectively apply econometric techniques for prediction and analysis. Through this comprehensive journey, readers will gain the necessary knowledge to harness econometrics as a powerful tool for making informed predictions and conducting thorough analyses.

PART I - Introductory and Advanced Econometrics

Chapter 1       Introduction in Econometrics

Chapter 2        Regression Model

Chapter 3        Univariate Time Series: Linear Models

Chapter 4        Stationarity and Unit Roots Tests

Chapter 5        Univariate Time Series: Volatility Models

Chapter 6        Multivariate Time Series Analysis

Chapter 7        Multivariate GARCH Models

Keywords: econometrics; regression model; linear models; unit roots tests; volatility models; multivariate time series analysis; multivariate GARCH volatility; hedging.

JEL Classification: C01; C53; C58.