1 Introduction 3
2 Conditional Expectations and Related Concepts in Econometrics 13
3 Basic Asymptotic Theory 35
4 The Single-Equation Linear Model and OLS Estimation 49
5 Instrumental Variables Estimation of Single-Equation Linear Models 83
6 Additional Single-Equation Topics 115
7 Estimating Systems of Equations by OLS and GLS 143
8 System Estimation by Instrumental Variables 183
9 Simultaneous Equations Models 209
10 Basic Linear Unobserved E¤ects Panel Data Models 247
11 More Topics in Linear Unobserved E¤ects Models 299
12 M-Estimation 341
13 Maximum Likelihood Methods 385
14 Generalized Method of Moments and Minimum Distance Estimation 421
15 Discrete Response Models 453
16 Corner Solution Outcomes and Censored Regression Models 517
17 Sample Selection, Attrition, and Stratified Sampling 551
18 Estimating Average Treatment E¤ects 603
19 Count Data and Related Models 645
20 Duration Analysis 685

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