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. © 2019, David E. Giles