Here's a selection of suggested reading for this month: Athey, S. & G. W. Imbens , 2019. Machine learning methods economists should know about. Mimeo. Bhagwat, P. & E. Marchand, 2019. On a proper Bayes but inadmissible estimator. American Statistician , online. Canals, C. & A. Canals , 2019. When is n large enough? Looking for the right sample size to estimate proportions. Journal of Statistical Computation and Simulation , 89, 1887-1898. Cavaliere, G. & A. Rahbek , 2019. A primer on bootstrap testing of hypotheses in time series models: With an application to double autoregressive models. Discussion Paper 19-03, Department of Economics, University of Copenhagen. Chudik, A. & G. Geogiardis, 2019 . Estimation of impulse response functions when shocks are observed at a higher frequency than outcome variables. Globalization Institute Working Paper 356, Federal Reserve Bank of Dallas. Reschenhofer, E. , 2019. Heteroscedasticity-robust estimation of autocorrelation. Communications in Statistics - Simulation and Computation , 48, 1251-1263. © 2019, David E. Giles