I wish I had found the EconGradAdvice site earlier. Chris Roth and David Schindler have compiled a very nice list of resources. Below are further resources I have used to refresh, relearn, and develop during my previous Sports Economics PhD program (all are free unless stated otherwise):
First, in physical space check your local and Uni library!
PhD level econometrics and empirical IO from youtube-economist (Tobias Klein)
American Economic Association Continuing Education Webcasts
CORE Econ from the ZBW – Leibniz Information Centre for Economics
All 8 Micro and Game Theory Textbooks from Ariel Rubinstein (plus Atlas of Cafes where one can think)
A course on Applied Empirical Methods (PhD level) from Paul Goldsmith-Pinkham. Also from Paul, a tool to make it easier for applied econometricians to know what methods practitioners actually use.
Causal Inference: The Mixtape by Scott Cunningham
A Comprehensive Course on DiD from Pedro H. C. Sant'Anna
DiD Resources from Jeffrey Wooldridge
DiD Worshop from Prof. Clément de Chaisemartin and hosted by LISER, University of Luxembourg
Econometrics lecture notes, books, and courses from Giuseppe Cavaliere
(Micro)Econometrics II and III (PhD level) from Daniel L. Millimet
StataTex Blog maintained by Jan Sauermann
MIT OpenCourseWare for Economics
Becker Friedman Institute University of Chicago Lectures
Machine Learning and Economics: An Introduction (Stanford University)
Open Yale Courses in Economics Financial Markets (2008; 2011) with Robert J. Shiller, Financial Theory with John Geanakoplos, Game Theory with Ben Polak
Math Cafe Twitter feed for helpful economics-adjacent math materials (in Arabic)
edX (paid)
Necessary Maths: Calculus, Linear Algebra, Multivariable Calculus, Real Analysis, Probability Theory, Mathematical Statistics, Game Theory, Differential Equations, Statistical Method in Economics, Time Series Analysis, Data Analysis for Social Scientists
Blogs, columns, and Substack: Paul Krugman (Substack; NYT archive), Undercover Economist (Tim Harford), Greg Mankiw's Blog, The Grumpy Economist (John Cochrane), Marginal Revolution (Tyler Cowen and Alex Tabarrok), Market Designer (Al Roth), Causalinf (Scott Cunningham)
Podcasts: VoxTalks Economics, VoxDevTalks, The Week in Europe, The Work Goes On, Probable Causation, Women in Economics, AEA Research Highlights, The Mixtape with Scott, EconTalk, Planet Money, Freakonomics, Mostly Economics (CEPR), EconoFact, The Economics Show (Financial Times), More or Less: Behind the Stats
Greg Mankiw's Summer Econ Reading List