Significant advancements have been made in econometric analysis in recent years, and new methods used, particularly in time series and panel data analysis, enable more effective and accurate results in research. The main objective of this project is to teach current econometric methods to graduate students studying in the Econometrics and Economics Departments of the Social Sciences Institutes at Dicle University and Bolu Abant Izzet Baysal University, and to demonstrate these methods practically using leading econometric software programs such as E-Views, R, Stata, GAUSS, Geoda®, and Python. In this context, the project aims to provide participants with the opportunity to reinforce their theoretical knowledge through practical work, enabling them to use current econometric techniques more effectively in their academic research.