1. Econometrics - 2. The linear regression model - 3. Least Squares - 4. The least squares estimator - 5. Hypothesis tests and model selection - 6. Functional form and structural chnage - 7. Nonlinear, semiparametric, and nonparametric. Regression models - 8. Endogeneity and instrumental variable estimation - 9. The generalized regression model and heteroscedasticity - 10. Systems of equations - 11. Models for panel data - 12. Estimation frameworks in econometrics - 13. Minimum distance estimation and the generalized method of moments - 14. Maximun likelihood estimation - 15. Simulation-based estimation and interence and random parameter models - 16. Bayesian estimation and inference - 17. Discrete choice - 18. Discrete choices and event counts - 19. Limited dependent variables-truncation, censoring, and sample selection - 20. Serial correlation - 21. Nonstationary data