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Empirical software engineering is a branch of software engineering in which empirical methods are used to evaluate and develop tools, languages and techniques. In this position paper we argue for the use of empirical methods to advance the area of agent programming. Through that we will complement the solid theoretical foundations of the field with a thorough understanding of how our languages and platforms are used in practice, what the main problems and effective solutions are, and how to improve our technology based on empirical findings. Ultimately, this will pave the way for establishing multi-agent systems as a mature and recognized software engineering paradigm with clearly identified advantages and application domains.