CONTENIDO: Introduction and background.
Conditional expectations and related concepts in econometrics
Basic asymptotic theory --
LINEAR MODELS.
The single-equation linear model and OLS estimation
Instrumental variables estimation of single-equation linear models --
Additional single-equation topics
Estimating systems of equations by OLS and GLS
System estimation by instrumental variables
Simultaneous equations models
Basic linear unobserved effects panel data models
More topics in linear unobserved effects models --
GENERAL APPROACHES TO NONLINEAR ESTIMATION. M-ESTIMATION
Maximum likelihood methods
Generalized method of moments and minimum distance estimation --
Nonlinear models and related topics. Discrete response models
Corner solution outcomes and censored regression models
Sample selection, attrition, and stratified sampling
Estimating average treatment effects
Count data and related models
Duration analysis.