Includes bibliographical references and index.

Introduction -- Conditional expectations and related concepts in eco nometrics -- Basic asymptotic theory -- Single-equation linear model an d ordinary least squares estimation -- Instrumental variables estimatio n of single-equation linear models -- Additional single-equation topics -- Estimating systems of equations by ordinary least squares and gener alized least squares -- System estimation by instrumental variables -- Simultaneous equations models -- Basic linear unobserved effects panel data models -- More topics in linear unobserved effects models -- M-est imation, nonlinear regression, and quantile regression -- Maximum likel ihood methods -- Generalized method of moments and minimum distance est imation -- Binary response models -- Multinomial and ordered response m odels -- Corner solution responses -- Count, fractional, and other nonn egative responses -- Censored data, sample selection, and attrition -- Stratified sampling and cluster sampling -- Estimating average treatmen t effects -- Duration analysis.