Here are a few that come to mind:

1. Hal Varian's (Chief Economist at Google) presentation on how to incorporate Google Trends term information in univariate time series models: https://www.youtube.com/watch?v=6Kb89ccsSPQ

2. What is a standard error, where a few econometricians and statisticians present the notion of standard error when N = all https://www.youtube.com/watch?v=Yqs2yQOXEP8