The use of bilateral data for the analysis of international migration is at the same time a blessing and a curse. It is a blessing because the dyadic dimension of the data allows researchers to address a number of previously unanswered questions, but it is also a curse for the various analytical challenges it gives rise to. This paper presents the theoretical foundations of the estimation of gravity models of international migration, and the main difficulties that have to be tackled in the econometric analysis, such as the nature of migration data, how to account for multilateral resistance to migration or endogeneity. We also review some empirical evidence that has considered these issues.