Includes index.

Contents: Introduction -- Categorical data -- Competing risks model -- Computational methods in econometrics -- Control functions -- Decision theory in econometrics -- Difference-in-difference -- Exchangeability -- Extreme bounds analysis -- Field experiments -- Fixed effects and random -- Identification -- Local regression models -- Logit models of individual choice -- Longitudinal data analysis -- Matching estimators -- Maximum score methods -- Mixture models -- Natural experiments and quasi-natural experiments -- Nonlinear panel data models -- Nonparametric structural models -- Partial identification in econometrics -- Partial linear model -- Propensity score -- Proportional hazard model -- Quantile regression -- Regression-discontinuity analysis -- Roy model -- Rubin casual model -- Selection bias and self-selection -- Semiparametric estimation -- social interactions (empirics) -- Spatial econometrics -- Survey data, analysis of Jeff Dominitz and Arthur Van Soest -- Tobit model -- Treatment effect -- Variance, analysis of Andrew Gelman.