The Applied Econometrics Handbook is intended for undergraduate and graduate students, as well as for retraining in economics, finance and management. Various methods of constructing and adjusting economic and mathematical models using computers are studied on the basis of statistical data. Linear and nonlinear models of double and multiple regression, price forecasting and formation of an optimal portfolio of securities in the stock market and macroeconomic models consisting of several equations are considered. Attention is paid to the estimation of errors in the parameters of the model, including the Monte Carlo method. The manual can also be used by researchers when publishing scientific articles on the Scopus, Web of Science, Google Scolar platforms.