Chapter 1. About this document
Chapter 2. Introduction: Economic and econometric models
Chapter 3. Ordinary Least Squares
Chapter 4. Maximum likelihood estimation
Chapter 5. Asymptotic properties of the least squares estimator
Chapter 6. Restrictions and hypothesis tests
Chapter 7. Generalized least squares
Chapter 8. Stochastic regressors
Chapter 9. Data problems
Chapter 10. Functional form and nonnested tests
Chapter 11. Exogeneity and simultaneity
Chapter 12. Introduction to the second half
Chapter 13. Numeric optimization methods
Chapter 14. Asymptotic properties of extremum estimators
Chapter 15. Generalized method of moments (GMM)
Chapter 16. Quasi-ML
Chapter 17. Nonlinear least squares (NLS)
Chapter 18. Nonparametric inference
Chapter 19. Simulation-based estimation
Chapter 20. Parallel programming for econometrics
Chapter 22. Notation and Review
Chapter 23. The GPL
Chapter 24. The attic