This course provides a comprehensive introduction to two core econometric methods. The first part focuses on panel data modeling, covering techniques like fixed and random effects models to analyze data combining both cross-sectional and time-series dimensions. The second part delves into univariate time series analysis, primarily explaining the structure, estimation, and application of ARMA (AutoRegressive Moving Average) models for forecasting and understanding temporal dynamics. The overall goal is to equip students with practical skills for analyzing economic and financial data that evolves over time.