IIn this book, supervised learning techniques related to multiequation models will be developed. More specifically, we will delve into linear multiequation models of simultaneous equations with all their problems of identification, estimation and diagnosis. Special emphasis is placed on multivariate time series models: VAR, VARX, VARMA and BVAR, as well as the theory of cointegration. Multivariate dynamic models with time series and especially transfer function models are discussed below. He also delves into nonlinear models of simultaneous equations and partitioned and segmented models. All chapters are illustrated with examples and representative exercises solved with EVIEWS software.