Econometrics is a subject that combines economic theory with mathematical statistics and makes quantitative analysis with actual economic data. Econometrics is based on the classical regression analysis method. According to the data form, it can be divided into regression analysis with cross-sectional data, TimeSeriesanalysis and PanelDataAnalysis. According to the strength of the model hypothesis, it can be divided into parametric econometrics, nonparametric econometrics and semi-parametric econometrics.