This book provides the most comprehensive treatment to date of microeconometrics the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section & panel data The book is oriented to the practitioner A basic understanding of the linear regression model with matrix algebra is assumed The text can be used for a microeconometrics course typically a second-year economics Ph D course; for data-oriented applied microeconometrics field courses; & as a reference work for graduate students & applied researchers who wish to fill in gaps in their toolkit Distinguishing features of the book include emphasis on nonlinear models & robust inference simulation-based estimation & problems of complex survey data The book makes frequent use of numerical examples based on generated data to illustrate the key models & methods More substantially it systematically integrates into the text empirical illustrations based on seven large & exceptionally rich data sets