Please recommend some data mining / big data books and resources

We use this book for statistical models and data mining, combined with econometric models (GMM, 2LS)

The book "Elements of Statistical Learning" can be downloaded as a free PDF : http://www-stat.stanford.edu/~tibs/ElemStatLearn/

It does not discuss "big data" but offers a statistical perspective on machine learning / "data mining" techniques.

There's an excellent free book - Minining Massive Datasets - http://infolab.stanford.edu/~ullman/mmds.html

Check this website too: https://www.kaggle.com/ They have data mining, Machine learning competitions(possibly with prizes)

Amazon is good.

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