Incluye: Solution manual and supplementary materials, 2003.

Incluye bibliografía.

Part 1: Introduction and background -- 1. Introduction -- 2. Conditional expectations and related concepts in econometrics -- 3. Basic Asymptotic theory -- Part 2: Linear models -- 4. The single-equation linear model and OLS estimation -- 5. Instrumental variables estimation of single-equation linear models -- 6. Additional single-equation topics -- 7. Estimating systems of equations by OLS and GLS -- 8. System estimation by instrumental variables -- 9. Simoultaneous equations models -- 10. Basic linear unobserved effects panel data models -- 11. More topics in linear unobserved effects models -- Part 3: General approaches to nonlinear estimation -- 12. M-Estimation -- 13. Maximum likelihood methods -- 14. Generalized method of moments and minimum distance estimation -- Part 4: Nonlinear models and related topics -- 15. Discrete responce models -- 16. Corner solution outcomes and censored regression models -- 17. Sample selection, attrition, and stratified sampling -- 18. Estimating average treatment effects -- 19. Count data and related models -- 20. Duration analysis.