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When I started, I mainly checked new articles of my favorite journals and working paper series through email newsletters. To avoid to get too many emails, you can also subscribe to new articles through RSS-feeds (Really Simple Syndication). For me, the main advantage is that I can easily scroll through a lot of new articles at once in one place.

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Econometrics Handbook (online)

Econometrics Handbook (American Economic Association – Committee for Economic Education)

Four modules of An Online Handbook on using current econometric methods in economic education research are now posted on the Committee for Economic Education’s web page. Each module includes relevant data and LIMDEP, STATA, and SAS programs. They were developed by William Becker and coauthors. The topics are:

  • Module 1: Data Management and Heteroskedasticity
  • Module 2: Endogenous Regressors with Natural Experiments, Instrumental Variables, and Two-stage Estimators
  • Module 3: (with W. Greene and J. Siegfried): Panel Data
  • Module 4: (with W. Greene): Sample Selection

All are available here: http://www.vanderbilt.edu/AEA/AEACEE/Econometrics_Handbook/index.htm