Resources
Datasets
I always need and want more data.
If you just want to have more information about the world we live in, along with beautiful data visualizations, check out http://ourworldindata.org/
If you are looking for a social science dataset on a particular topic, a good starting point is ICPSR, a fantastic data repository and search engine.
Otherwise, here below is a random list of datasets that you can use for research projects. Some of them are public and free; some require an application; some need a fee $$$.
Panel Datasets
US National Longitudinal Survey (NLSY and others): https://www.nlsinfo.org/
US Health and Retirement Study (HRS): http://hrsonline.isr.umich.edu/index.php
The Survey of Health, Ageing, and Retirement in Europe (SHARE) http://www.share-project.org/
English Longitudinal Study of Ageing (ELSA) https://www.elsa-project.ac.uk/
Korean Longitudinal Study of Aging (KLoSA) https://survey.keis.or.kr/eng/klosa/klosa01.jsp
Japanese Study on Aging and Retirement (JSTAR) https://www.rieti.go.jp/en/projects/jstar/
Chinese Health and Retirement Longitudinal Study (CHARLS) http://charls.pku.edu.cn/en
Mexican Health and Aging Study (MHAS) http://www.mhasweb.org/
Indonesian Family Life Survey (IFLS) https://www.rand.org/labor/FLS/IFLS.html
The Irish Longitudinal Study on Aging (TILDA) https://tilda.tcd.ie/
Study on Global Aging (SAGE) http://www.who.int/healthinfo/sage/en/
Longitudinal Aging Study in India (LASI) https://lasi.hsph.harvard.edu/
US Panel Study of Income Dynamics (PSID): http://psidonline.isr.umich.edu/default.aspx
US National Longitudinal Study of Adolescent to Adult Health (Add Health): http://www.cpc.unc.edu/projects/addhealth/documentation
US Early Childhood Longitudinal Program (ECLS): http://nces.ed.gov/ecls/birthinstruments.asp
UK Avon Longitudinal Study of Parents and Children (ALSPAC): http://www.bristol.ac.uk/alspac/
LISS Panel Data (Netherlands): https://www.lissdata.nl/lissdata/
Bilanci delle Famiglie Italiane/Survey on Household Income and Wealth (SHIW): http://www.bancaditalia.it/statistiche/tematiche/indagini-famiglie-imprese/bilanci-famiglie/index.html
German Socio-Economic Panel Study (G-SOEP): http://panel.gsoep.de/
Integrate Public Use Microdata Series (IPUMS): https://international.ipums.org/international/
European Union Statistics on Income and Living Conditions (EU-SILC): http://ec.europa.eu/eurostat/web/microdata/european-union-statistics-on-income-and-living-conditions
European Social Survey (ESS): http://essedunet.nsd.uib.no/
Demographic and Health Survey, 90 countries (DHS) http://dhsprogram.com/
Performance Monitoring for Action, 9 African and Asian countries (PMA) https://www.pmadata.org/
Young Lives http://www.younglives.org.uk/
China Family Panel Studies (CFPS) http://www.isss.pku.edu.cn/cfps/EN/
National Health and Nutrition Examination Survey (NHANES) Longitudinal Study https://www.cdc.gov/nchs/nhanes-ls/index.htm
National Immunization Survey https://www.cdc.gov/vaccines/imz-managers/nis/about.html
Swiss National Cohort https://www.swissnationalcohort.ch/
Having trouble with your panel dataset? Check out panelwhiz
Social Science Genetics Datasets
UK Biobank https://biobank.ndph.ox.ac.uk/showcase/
US Health and Retirement Study (HRS): http://hrsonline.isr.umich.edu/index.php
English Longitudinal Study of Ageing (ELSA) https://www.elsa-project.ac.uk/
US Panel Study of Income Dynamics (PSID): http://psidonline.isr.umich.edu/default.aspx
US National Longitudinal Study of Adolescent to Adult Health (Add Health): http://www.cpc.unc.edu/projects/addhealth/documentation
UK Avon Longitudinal Study of Parents and Children (ALSPAC): http://www.bristol.ac.uk/alspac/
Database of Genotypes and Phenotypes (dbGaP)
LifeLines https://www.lifelines.nl/researcher
Understanding Society (UKHLS) https://www.understandingsociety.ac.uk/
National Child Development Study (NCDS) https://cls.ucl.ac.uk/cls-studies/1958-national-child-development-study-2/
Millennium Cohort Study (MCS) https://cls.ucl.ac.uk/cls-studies/millennium-cohort-study/
Estonian Biobank https://genomics.ut.ee/en/content/estonian-biobank
BBMRI (THL) Finnish Biobank
TwinksUK https://twinsuk.ac.uk/
The German Twin Family Panel (TwinLife) https://www.twin-life.de/
Generation Scotland https://www.ed.ac.uk/generation-scotland
iPSYCH The Lundbeck Foundation Initiative for Integrative Psychiatric Research https://ipsych.dk/en
Norwegian Mother, Father and Child Cohort Study (MoBa) https://www.fhi.no/en/ch/studies/moba/
Other lists of datasets, public and less public
Global Health Data Exchange https://ghdx.healthdata.org/
(German) Panel Data https://paneldata.org/
US Natality and Mortality Data (county-level) http://doi.org/10.3886/E100229V4
A guide to regional data in Europe https://github.com/sumtxt/regionaldata-guide-eu/?s=08
Labor Force Surveys (LFO) http://www.ilo.org/dyn/lfsurvey/lfsurvey.list
OECD Statistics https://stats.oecd.org/
e.g. OECD Health Statistics https://stats.oecd.org/Index.aspx?DatasetCode=HEALTH_STAT
US Census http://census.gov/
US National Center for Health Statistics: http://www.cdc.gov/nchs/tools/index.htm
European Health Interview Survey https://ec.europa.eu/eurostat/web/microdata/european-health-interview-survey
Inter-University Consortium for Political and Social Research (ICPSR): http://www.icpsr.umich.edu/
UK Data Archive http://www.data-archive.ac.uk/
Italy ISTAT: http://dati.istat.it/
e.g. regional dataset on health https://www.istat.it/it/archivio/18204#statosalute
Microdata from ISTAT https://www.istat.it/it/dati-analisi-e-prodotti/microdati#MFR
An interesting one is the "indagine multiscopo". To get access to the microdata for research purposes, one needs to sign up and send an application to the contact center but the verification process is streamlined only for Italian residents with a digital ID (SPID).
SELFY (Sexual and Emotional Life of Youths) in Italian Universities 2017-2018 https://datarepository.stat.unipd.it/item/11
Programma Nazionale Esiti (PNE) https://pne.agenas.it/home
NBER datasets: http://www.nber.org/data/
fondazione Rodolfo Debenedetti (fRDB Data): http://www.frdb.org/page/data
IDSC Labor Market Data (IZA): http://metadata.iza.org/home.php
Wage Indicator: global data on wages, income and prices as well as on labour laws and collective agreements https://glabor.org/wp/platform/wageindicator/
FORS, Swiss Center of Expertise in the Social Sciences http://forscenter.ch/en/our-surveys/
Data from developing countries: http://ipl.econ.duke.edu/dthomas/dev_data/
Dataset for development economists: http://devecondata.blogspot.ch/
UK publicly available governmental data https://data.gov.uk/
Chinese Micro Survey Data https://sites.google.com/view/leileitilburg/resources
Health Statistics Canada https://www.statcan.gc.ca/en/subjects-start/health
Open Government Data portal for the city of Zürich, Switzerland. https://data.stadt-zuerich.ch/
http://bigdata-madesimple.com/70-websites-to-get-large-data-repositories-for-free/
https://blog.bigml.com/list-of-public-data-sources-fit-for-machine-learning/
Google books: https://books.google.com/ngrams
Open Data Census http://census.okfn.org/
World Management Survey http://worldmanagementsurvey.org/
Kaggle dataset https://www.kaggle.com/datasets
Findex dataset http://microdata.worldbank.org/index.php/catalog/global-findex (The Global Findex database is the world’s most comprehensive data set on how adults save, borrow, make payments, and manage risk)
Socioeconomic High-resolution Rural-Urban Geographic Platform for India (SHRUG) http://www.devdatalab.org/shrug_download/
Global Health Data Exchange https://ghdx.healthdata.org/ (catalog of world's surveys, censuses, vital statistics, and other health-related data)
Google dataset search
Shoot me an email if you have some interesting links.
Tips for econs and PhDs
General resources and suggestions for economic researchers
AEA suggestions on preparing for graduate school (for current PhD, see the section on "understanding the job market")
Advice for PhD students in Economics (compiled by Roth and Schindler)
Tips 4 economists, by Masayuki Kudamatsu
Writing, presentation, and refereeing advice, compiled by Amanda Agan
Resources and advice for PhD students, by Michele Tertilt
Resources (economics of crime, lit reviews, and twitter threads), by Jennifer Doleac
Resources and tips-for-phd-students by Claes Bäckman
Modest advice for new grad students, by Dorsa Amir.
Doing Research by Paul Nielhaus
How to publish in top journals by Kwan Choi
General Publication Strategies
Writing Strategies
Preparation and Submission
Rejection and Revision
Being a Good Referee
Tips for Applied Micro RAs : living document here
Job Market:
A guide and advice for economists on the US junior academic job market, by John Cawley
A guide for European Job Market Candidates, by the European Economic Association
Job Market Resources, complied by Johannes Pfeifer
Slides on non-academic job market search in Europe, by Matteo Greco
Mental Health
Suggestions on how to protect your mental health, compiled by Frank Schilbach
A paper on "Graduate students mental health: Lessons from American Economic Departments"
A companion working paper on "The State of Mental Health in European Economics Departments"
Writing
Book: Economic Writing, Deirde McCloskey
Book: How to write a [bachelor / master] thesis, Umberto Eco
Slides: How to give an applied micro talk, Jesse Shapiro
Writing an undergraduate thesis, Alex Albright
Website: www.econscribe.org/
Programming
Stata Coding Guide by Julian Rief (video from the hidden curriculum)
Paper: Code and data for the social sciences: a practitioner's guide, Matt Gentzkow and Jesse Shapiro
What I used to teach
Program Evaluation and Causal Inference
This master course provides an introduction to recent advances in the methods used for the evaluation of programs and policies, with a focus on causal inference and estimation of treatment effects. Link to the syllabus.
Early Childhood Investments
Here are some slides about returns to investments in early childhood.
Social Genetics for Economists
Here are some slides about genoeconomics.