This page is mostly an opportunity for me to plug the value of studying programming.
Programming interviews are relatively rare for economist positions, but a few firms (mostly tech, I'm thinking of Facebook and Groupon in particular) - do have 1-2 programming interviews as part of the loop. You'll definitely see more of these for data science interviews, but of all the interview types I've listed (Behavioral, Technical, and Programming), these are the kind I expect you to encounter least frequently.
Note that by "programming interviews", I mean the old-school kind where you write code on a whiteboard. A number of places now have assignments (take home or time-restriced) where they have you code up an analysis on a sample data set. Those are also rare, and they're not what I'm discussing here.
There are a couple resources that I'll recommend you take advantage of to prepare for these:
If you're early in graduate school (first three years, maybe even the fourth year if your research is going well), take your fundamental CS classes! You'll know this by checking the major requirements. In fact, you only need one: the course that covers data structures such as hash maps, lists, sets, queues, stacks, binary search trees, etc. If you really love it, you can take the advanced algorithms courses. Taking these courses gives you a couple things:
You learn the fundamental CS theories you'll need to pass your programming interview.
You get hands on practice to help you learn to apply those theories
These theories will help you understand and improve your own code
You meet smart, cool people and grow your network
If you're further along in graduate school / already have a job, there are still great resources for you to learn and practice these concepts. The best one I've seen so far is: Interview Cake. The detailed explanations of the different data structures plus the beautiful walk-throughs of the coding questions make this the best website I've seen for preparing for programming interviews. It's absolutely worth the $250 membership; I don't get a nickel from Interview Cake, I'm just a satisfied customer.
Once you've learned the theories and had some practice, you can use LeetCode as a rich resource of new questions to stay sharp. I mention this because, as of this writing, LeetCode seems to be the platform most recommended by tech companies. If you've never done programming questions before, I'd say start with Interview Cake or a resource that explains what going on. Once you've got a foundation, LeetCode is an excellent training ground.
That's it. I'm not going to try to teach you computer science or programming, because the resources above that I mentioned - plus countless other tutorials on the web - do it so much better. But do consider investing in it, particularly if you're in early graduate school and definitely if you're interested in ambiguously defined data science roles that abound in tech firms. Not only will you be better prepared for tech job interviews, you'll find yourself writing better code and you'll be able to have better conversation with engineers - which will make you more effective, and I daresay, a little more fun to be around.