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This lecture covers the fundamental concepts of linear regression, including the introduction to Ordinary Least Squares, basics of the linear regression model, and linear regression model beyond the basics. It delves into topics such as heteroskedasticity, autocorrelation, instrumental variables, and Generalized Least Squares. The lecture also discusses Maximum Likelihood Estimation theory and its applications, as well as univariate and multivariate time series analysis. Practical advice for applying econometrics in real-world scenarios is also provided.