Nowadays there is lots of good stuff on the internet that you may use to train and improve your skills in any area you want. At the same time, it seems difficult to assess the quality of this material, especially if it is free and you have no experience. This thread is meant to collect some resources for research master and beginning PhD students that they might find useful to improve their skill set in empirical methods.
Personally, I found the public economics lectures by Ray Chetty quite interesting: http://www.rajchetty.com/index.php/lecture-videos
Many people also recommend the “Econometrics Academy” on YouTube: https://sites.google.com/site/econometricsacademy/
Which resources do you recommend to students?