In this chapter we point researchers, faculty, and graduate students in economics, agricultural economics, and related fields to econometric methods that will be important in the next decade. We focus our attention on recent (primarily post-2010) and ongoing research. Our objective is to use as few words as possible to connect as many references as possible, and hence it is in a sense an annotated reading list. The major subheadings of our work are microeconometrics, big data, information theoretic approach, and time series analysis. Our selections are of course incomplete due to our length limitation and to our limitations as authors. The authors collectively have about 115 years of academic experience in the field of econometrics and we still believe: “Econometrics is useful and fun!”

JEL Classification: C10