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Testing the interpretation of indices in a macroeconomic index model
Watson, Mark W., (1982)
Nonlinear three stage least squares pooling of cross dection and average time series data
Jorgenson, Dale W., (1982)
The asymptotic power of Cox's test of separate parametric families
Pesaran, Hashem, (1982)
Asymptotic estimation and hypothesis testing results for vector linear time series models
Kohn, R., (1979)
A characterization of Granger-Sims exogeneity
Kohn, R., (1981)
Consistent estimation of minimal subset dimension
Kohn, R., (1983)