Here we are - it's Labo(u)r Day weekend already in North America, and we all know what that means! It's back to school time.
You'll need a reading list, so here are some suggestions:
- Frances, Ph. H. B. F., 2019. Professional forecasters and January. Econometric Institute Research Papers EI2019-25, Erasmus University Rotterdam.
- Harvey, A. & R. Ito, 2019. Modeling time series when some observations are zero. Journal of Econometrics, in press.
- Leamer, E. E., 1978. Specification Searches: Ad Hoc Inference With Nonexperimental Data. Wiley, New York. (This is a legitimate free download.)
- MacKinnon, J. G., 2019. How cluster-robust inference is changing applied econometrics. Working Paper 1413, Economics Department, Queen's University.
- Steel, M. F. J., 2019. Model averaging and its use in economics. Mimeo., Department of Statistics, University of Warwick.
- Stigler, S. M., 1981. Gauss and the invention of least squares. Annals of Statistics, 9, 465-474.