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In July, I will give 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. Registration should be opened.Lecture 1: Introduction : Why Big Data brings New QuestionsLecture 2: Simulation Based Techniques &#38; BootstrapLecture 3: Loss Functions : from OLS to Quantile RegressionLecture 4: Nonlinearities and DiscontinuitiesLecture 5: Cross-Validation and Out-of-Sample diagnosisLecture 6: Variable and model selectionLecture 7: New Tools for Classification ProblemsLecture 8: New Tools for Time Series &#38; Forecasting