This course offers in-depth training in modern econometric methods, focusing on both theoretical foundations and practical applications. Topics include least squares estimation, structural equation modeling, instrumental variables, and the generalized method of moments (GMM). Learners will explore advanced techniques such as bootstrapping, nonlinear and binary regression, panel data analysis, high-dimensional modeling, and counterfactual analysis. The course also examines recent developments in distributional regression and econometric inference, equipping participants to analyze complex economic data and evaluate policy and therapeutic outcomes.