This course is meant for Ph.D. students with marketing as dissertation or minor area. The focus of the course is on understanding the methods currently available for analyzing panel data (household purchases, physician prescriptions, etc.). The course begins with an introduction to the various aspects of individual behavior and the econometric models currently available to study them. The remainder of the course focuses on specific advances in such analyses. These include, but are not limited to, the study of purchases across product categories, the analysis of dynamic purchase behavior and accounting for endogeneity in such models. Students will write code in R, Matlab or some similar software; no canned routines are allowed for PhD students.