Here are some books I have found helpful

General Statistics/Econometrics

Angrist & Pischke (2009): A classic source for 2SLS and Diff in Diff models

Baum (2006): A great overview of econometrics in Stata

Bruce and Bruce (2017): Basic stats commands (t-tests, ANOVA, regression, etc.) for R

Cameron and Trivedi (2010): Great detail on how to do almost anything in Stata

Cohen, Cohen, Aiken, and West (2002): Terrific book on statistics by world renowned psychologists

Kennedy (2008): Perhaps my favorite econometrics book--simple explanations of difficult concepts

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Nested Data (Multilevel/Longitudinal)

Allison (2005): Understanding the benefits and limitations of fixed effects models

Gelman and Hill (2006): Multilevel models with many examples in R

Raudenbush and Bryk (2002): Classic book on the statistics of multilevel models

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Bayesian

Kruschke (2015): The first Bayesian book I ever read by one of the godfathers of Bayesian analysis

McElreath (2020): One of the most unique writers who holds nothing back about frequentists

McGrayne (2020): This reads like a novel and reviews the history of Bayesian thinking

Pearl (2020): Another terrific overview of Bayesian thinking--not overly complex mathematically

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Miscellaneous

Wickhan and Grolemund (2017): A good intro to R