The list of papers was updated in August 2022; the themes in the list are modern multivariate and time series analysis.
Note that it is to your advantage to learn to critically read research papers early in a PhD program, and then proceed to doing research and writing/submitting/publishing research manuscripts. Chances of getting a fellowship/scholarship and getting an academic position after a PhD program, increase a lot if you have submitted papers during your PhD studies.
See also Statistical Research: Some Advice for Beginners, an article by Hamada and Sitter, American Statistician, May 2004, v 58, 93-101.
Manage your time well and develop professional skills (e.g., communication, research, computer, teaching/presentation) to enhance your job opportunities. See the IMS new researchers guide
How to read the statistical methods literature: a guide for students , an article by James Murphy, American Statistician, May 1997, v 51, 155-157.
Another useful article if you are looking ahead: How to Get a Job in Academics, by EA Stasny, American Statistician, Feb 2001, v 55, 35-40.