A big hat-tip to Rob Hyndman for (indirectly) alerting me to an interesting new statistics journal: The Annual Review of Statistics and its Application.
There are some terrific review articles in the first issue, and several of these are "must-reads" for students of econometrics and practising econometricians.
I especially like:
- Stephen E. Fienberg, What is Statistics?
- Tilmann Gneiting and Matthias Katzfuss, Probabilistic Forecasting.
- Christian P. Robert, Bayesian Computational Tools.
- Radu V. Craiu and Jeffrey S. Rosenthal, Bayesian Computation via Markov Chain Monte Carlo.