Fundamentals -- Fixed Effects Models and Fixed Coefficients Models -- Error Components Models -- Endogenous Regressors and Correlated Effects -- The Chamberlain Approach to Panel Data: An Overview and Some Simulations -- Random Coefficient Models -- Parametric Binary Choice Models -- Advanced Topics -- Dynamic Models for Short Panels -- Unit Roots and Cointegration in Panels -- Measurement Errors and Simultaneity -- Pseudo-Panels and Repeated Cross-Sections -- Attrition, Selection Bias and Censored Regressions -- Simulation Techniques for Panels: Efficient Importance Sampling -- Semi-parametric and Non-parametric Methods in Panel Data Models -- Panel Data Modeling and Inference: A Bayesian Primer -- To Pool or Not to Pool? -- Duration Models and Point Processes -- GMM for Panel Data Count Models -- Spatial Panel Econometrics -- Applications -- Foreign Direct Investment: Lessons from Panel Data -- Stochastic Frontier Analysis and Efficiency Estimation -- Econometric Analyses of Linked Employer-Employee Data -- Life Cycle Labor Supply and Panel Data: A Survey -- Dynamic Policy Analysis -- Econometrics of Individual Labor Market Transitions -- Software Review.