A significant part of my understanding of econometric concepts stems from the wonderful site of xkcd.com. Thank you, Randall Munroe!



Correlation



Conditional Risk




Significance



p-Values



Extrapolating



Bayes' Law



Frequentists vs. Bayesians



Linear Regression



Goodhart's Law



Empiricism



Modified Bayes' Theorem



Projecting



Bayes′ Theorem



Selection bias



Proxy variable



Other good ones on econometrics are about blind trials, survivorship bias, selection effects, a clickbait-corrected p-value, negative results, curve-fitting methods, error bars, error types, confidence band width, flawed data, slope hypothesis testing, confounding variables, data generation, change in slope, and methodology trials.

You learn about economics and real science in economics peer review, modelling studies, scientific paper types, false dichotomies, Taylor series, and significance in a wider sense.

Finally, some fine ones on coding are about automation, code quality, software development, and code lifespan.