This course teaches econometric techniques to analyze individual-level data (microdata). The use of microdata has is becoming more and more common in economics, and the datasets used are becoming more and more complex. Micro-econometric analysis can help empirically answer important policy questions. This course focuses on cross-sectional and panel microdata. It starts with an overview of policy evaluation methods, then covers various extensions, and reviews limited dependent variable models. Throughout the course, emphasis will be placed on (a) agents' choice and (b) heterogeneities in policy impact.