This week I will be giving a lecture at the 2018 edition of the Summer School at the UB School of Economics, in Barcelona. It will be a four day crash course, starting on Tuesday (morning).
Lecture 1: Introduction : Why Big Data brings New Questions
Lecture 2: Simulation Based Techniques & Bootstrap
Lecture 3: Loss Functions : from OLS to Quantile Regression
Lecture 4: Nonlinearities and Discontinuities
Lecture 5: Cross-Validation and Out-of-Sample diagnosis
Lecture 6: Variable and model selection
Lecture 7: New Tools for Classification Problems
Lecture 8: New Tools for Time Series & Forecasting
Some slides are available on github, and probably more interesting, I will upload a R markdown with all the codes.