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This booklet contains some of the material of a course titled "Introductory Econometrics" which has been taught in the Department of Economics of Queen Mary College in recent years. The material is presented in the form of a series of six lectures:

1. MATRIX ALGEBRA

2. ELEMENTARY REGRESSION ANALYSIS

3. MULTIPLE REGRESSION 1

4. MULTIPLE REGRESSION 2

5. SERIALLY CORRELATED REGRESSION DISTURBANCES

6. DYNAMIC REGRESSIONS

7. Supplement 1: THE DYNAMIC CONSUMPTION FUNCTION

8. Supplement 2: DYNAMIC RESPONSES

EXERCISES