Aside from coursework and teaching, blah blah blah, I'm working on my master's thesis in statistics. I have data from a series of economic experiments that were originally analyzed using nonparametric methods that did not take the potential dependence structure in time into account - the data is several time series. I'm reanalyzing the data in a way that takes into account this dependence structure and including some model selection procedures. I'm considering several possible models, and at this stage I'm basically reading books and papers to learn about different potential models and Bayesian methods of analyzing those models, largely because I haven't had a course in time series yet.