Models with discrete dependent variables and applications of panel data methods in all fields of social sciences have become increasingly important. This course focuses mainly on the methodological and empirical issues concerning the analysis of cross section and panel data in the specific context of socio-economic models. Selected topics in time series analysis, especially topics of importance for the panel data analysis of dynamic models, will also be discussed. On satisfactory completion of this course, students will be provided with a number of sophisticated econometric tools which are of use in advanced empirical research or professional work.