Each summer, the NBER commissions a set of lectures on econometric methodology. This year's topic was "Weak Instruments and What to do About Them." Isaiah Andrews and James Stock of Harvard University discussed the diagnosis of this common problem in empirical research, and offered suggestions about estimation and inference in this setting. Their lectures, which were presented at the level of a graduate econometrics course, may be viewed at:
http://www.nber.org/econometrics_minicourse_2018/
There are also a dozen previous sets of lectures -- on topics ranging from demand estimation, to data matching and merging, to machine learning, to network models, to techniques for analyzing panel data -- available at:
http://nber.org/SI_econometrics_lectures.html
The NBER also hosted a conference on "The Global Financial Crisis @ 10" and recorded presentations by Darrell Duffie, Anil Kashyap, Valerie Ramey, and Andrei Shleifer. Those presentations, which reflect on the sources of the crisis and the lessons learned since, may be found at:
https://www.nber.org/conferences/si-2018-global-financial-crisis-10