In the course you will learn how to use microdata to estimate the primitive parameters of structural econometric models. Methods for structural estimation are increasingly used in several areas of empirical microeconomics. Students interested in all applied areas in microeconomics are encouraged to take this class. Methods will be illustrated with applications drawing from several fields (Labor Economics, Family Economics, Development Economics, Empirical Industrial Organization, Health Economics, Law & Economics, Urban Economics, Empirical Public Economics, Environmental Economics, Economics of Education, etc). and representing the research interests of the audience. We will cover the estimation of static models, but we will emphasize the use of dynamic structural models. We will cover frontal methods (i.e., methods that involve solving the economic problem inside a estimation routine) as well as the methods that avoid the computational burden associated with a full-solution approach to estimation. We will also go over methods to estimate the parameters of static and dynamic games. There is no final exam. Grades are based on computational problem sets and research paper proposal using methods covered in class.