最新两期JOE上的部分paper

Some identification problems in the cointegrated vector autoregressive model

Specification tests of parametric dynamic conditional quantiles

Testing the correlated random coefficient model

The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

Threshold bipower variation and the impact of jumps on volatility forecasting

打完收工。

nice and thanks a lot

多谢！下载了其中的3篇文章学习

继续补充一些新文献

Inference and prediction in a multiple-structural-break model