Well, here we are - it's June already.
Here are my reading suggestions:
- Abadie, A., S. Athey, G. Imbens, & J. Wooldridge, 2017. When should you adjust standard errors for clustering? Mimeo.
- Berk, R., A. Buja, L. Brown, E. George, A. K. Kuchibhotla, W. Su, & L, Shazo, 2019. Assumption lean regression. American Statistician, in press.
- Ghosh, T., M. Ghosh, & T. Kubokawa, 2019. On the loss robustness of least-square estimators, American Statistician, in press.
- Gustafsson, O. & P. Stockhammar, 2019. Variance stabilizing filters. Communications in Statistics - Theory and Methods, in press.
- Kocherlakota, N. R., 2019. A near-exact finite sample theory for an instrumental variable estimator. Mimeo. (Hat-tip to Frank Diebold.)
- Panagiotelis, A., G. Anathasopoulos, R. J. Hyndman, B. Jiang, & F. Vahid, 2019. Macroeconomic forecasting for Australia using a large number of predictors. International Journal of Forecasting, 35, 613-633.