NBER Econometric Lecture Series Videos
NBER Summer Institute Econometric Lecture Series (National Bureau of Economic Research)
NBER provides very useful lecture series on econometrics and statistics. Recent lectures on "high-dimensional data" or "demand estimation" can be very useful even for the industry practitioners. Moreover, video recording of these lecture series are available from the NBER website.
Shown below is the link to the lecture series videos.
http://www.nber.org/SI_econometrics_lectures.html
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