The course provides an elementary but comprehensive look to the practice of modern panel data econometrics. The main topics covered include introduction to panel data, fixed and random effects estimators, Hausman test, autocorrelation and heteroscedasticity tests in panel data, robust estimation, cross-sectional dependence test, PCSE estimator, panel GLS estimator, Driscoll-Kraay standard errors, short dynamic panel estimation methods: Nickel bias and difference GMM, short dynamic panel estimation methods: system GMM, panel unit root tests, panel cointegration, dynamic heterogeneous panel methods: MG, PMG, CCEMG.