The increasing availability of individual data from surveys has led not only to a significant growth in the number of academic jobs of an empirical nature using this type of information, but also to a greater number of studies commissioned by public and private institutions in which this type of data is used. The characteristics of this type of data are such that statistical and econometric techniques appropriate for their treatment have a specific nature, generally differentiated from those appropriate for time series data. The qualitative nature of most of the information, the representativity of the samples used and the censoring issues associated to the dependent variables are, among others, some of the aspects that distinguish these techniques from an econometric perspective. Furthermore, the growing importance of this type of information has also meant that a significant number of official surveys from different countries have a panel data structure. That is, one individual (person, household, firm) is observed for several time periods. This type of data has some econometric advantages and also requires the use of specific techniques. Finally, it is becoming a usual practice to evaluate public policies by comparing the results of a given treatment in a group of individuals with those of another group with similar characteristics that haven’t been the object of the treatment. To do this, information from surveys is also used, this being a specific framework for the application of econometric techniques for individual data.