I saw on statblogs that Rob Hyndman
had commented on an
article by Hal Varian. It is interesting to see Hyndmans evaluation.
Everybody loves Varian (Googles chief economist) because he had said that "the future belongs to the statisticians". Varian's article is freely
available here. The paper seems to me to be a nice summary of some relatively recent methods.
I guess that the the title "Big Data: New Tricks for Econometrics" alludes to the story about the econometric professor, who got a new secretary that instead of typing "econometrics" typed "economic tricks".
Varian is referring to a textbook by James Witten Hastie and Tibshirani "An Introduction to Statistical Learning with applications in R" (2014). The text is
freely available here. So they continue the great "tradition" in not only publishing it in a book, they also make it freely available. (Please post here if you see a "second printing".)