Useful Material
These are the documents that I came across for many years either on Twitter or on personal websites. All credit goes to these incredible people who made this publicly available.
(no particular order)
Causal Inference with Applications, by Matthew Blackwell - link
Learning from Data, by Yaser Abu-Mostafa - link
Advanced Macro course, by Franck Portier - link
Advanced Mathematics, by Peter J. Hammond - link
Topics in Macroeconomics, by Christine Braun - link
Topics in Labor Economics, by Christine Braun - link
Econometrics, by Bryan S. Graham - link
General Economic Theory, by Larry Samuelson - link
Organizational Economics, by John Van Reenen - link
International Economics, by Dave Donaldson - link
Organizational Economics, by Robert Gibbons - link
Political Economics, by Torsten Persson and David Strömberg - link
Multi-level Models, by Francesca Dominici - link
Firms, Competition, and Industrial Organization, by Matt Shum - link
Econometrics, by Matt Shum - link
Empirical Methods for Industrial Organization, by Matt Shum - link
Statistics, by Andrew Gelman - link
Choice Theory, by Robert Nau - link
Public Economics, by Stefanie Stantcheva - link
Mathematical Statistics: A non-asymptotic approach, by Sasha Rakhlin and Philippe Rigollet - link
Reinforcement Learning, by Dimitri P. Bertsekas - link
Theory-based Empirical Analysis, by Abi Adams - link
Nonparametric Econometrics, by Abi Adams - link
Public Finance, by Abi Adams - link
Panel Data Econometrics, by Steve Bond - link
Empirical Research on Economic Inequality, by Maximilian Kasy - link
Maximum Likelihood and Structural Models in Microeconometrics, by Simon Quinn - link
Limited Dependent Variables, by Simon Quinn - link
Firms and Development, by Simon Quinn - link
Organisations and Development, by Simon Quinn - link
Economic History, by Brian A'Hearn - link
Advanced Algorithms, by Jelani Nelson - link
Panel Data Methods, by Yona Rubinstein - link
Advanced Microeconomics, by Antonio Cabrales - link
Small Data, by Ramesh Johari - link
Game Theory with Engineering Applications, by Ramesh Johari - link
International Trade, by Dave Donaldson - link
Game Theory, by Jim Ratliff - link
Probability and Decision, by Paul Bartha - link
A Chronology of Game Theory, by Paul Walker - link
Strategic Game Theory for Managers, by Robert Marks - link
Game Theory, by Ben Polak - link
Mathematical Methods, by Luca Rigotti - link
Market Design, by Muriel Niederle - link
Topics in Game Theory, by Fuhito Kojima - link
Empirical Industrial Organization, by Paul Schrimpf - link
Graduate Macroeconomics, by Christopher Carroll - link
Political Economy Lecture Notes, by Daron Acemoglu - link
Political Economy, by Francesco Trebbi - link
Applied Macroeconomics: Micro Data for Macro Models, by Steven J. Davis - link
Data Science for Economists, by Grant McDermott - link
Computational Methods for Economists, by Jesús Fernández-Villaverde - link
Poverty and Inequality, by Martin Ravallion - link
Applied Empirical Methods, by Paul Goldsmith-Pinkham - link
Unemployment: Models and Policies, by Pascal Michaillat - link
Experimental Economics: Methods, by Maria Bigoni - link
Evolution and Learning in Games, by Jean-Paul Carvalho - link
Industrial Organization, by Chris Conlon - link
Public Economics: Designing Government Policy, by Stefanie Stantcheva - link
Fortran for Economists, by Pavel Brendler - link
Quantitative Macro Theory, by Giulio Fella - link
Introduction to Economic Theory, by Andrew Clausen - link
Books
Mastering Metrics - link
Mostly Harmless Econometrics - link
Multilevel Analysis: An Introduction to Basic and Advanced Multilevel Modeling - link
Networks, Crowds, and Markets - link
Industrial Organization - link
Optimization and Control - link
The Effect: An Introduction to Research Design and Causality - link
Causal Inference for The Brave and True - link
The Effect - link
Miscellaneous
How to Write an Effective Referee Report and Improve the Scientific Review Process - link
Needed in Empirical Social Science: Numbers - link
A collection of tips and resources, by Ryan B. Edwards - link
Difference-in-Difference (DiD), by Asjad Naqvi - link
Podcasts