Table of contents
1. Introduction;
2. Causal and non-causal models;
3. Microeconomic data structures;
4. Linear models;
5. ML and NLS estimation;
6. GMM and systems estimation;
7. Hypothesis tests;
8. Specification tests and model selection;
9. Semiparametric methods;
10. Numerical optimization;
11. Bootstrap methods;
12. Simulation-based methods;
13. Bayesian methods;
14. Binary outcome models;
15. Multinomial models;
16. Tobit and selection models;
17. Transition data: survival analysis;
18. Mixture models and unobserved heterogeneity;
19. Models of multiple hazards;
20. Models of count data;
21. Linear panel models: basics;
22. Linear panel models: extensions;
23. Nonlinear panel models;
24. Stratified and clustered samples;
25. Treatment evaluation;
26. Measurement error models;
27. Missing data and imputation;
A. Asymptotic theory;
B. Making pseudo-random draw.