Are there books or webpages that compile the statistical mistakes that are easy to make? Sometimes I feel like applying the fundamental models without mistakes are so much more important than learning fancy models.
I'm referring to some common mistakes like
Regression with overlapping data Time series regression with overlapping data
(Omitting to) detrend to remove seasonality Why do we detrend or remove seasonality from a data when doing time series analysis?
Directly use sample covariance matrix without shrinking https://quant.stackexchange.com/questions/11564/why-shrink-the-covariance-matrix