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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)
Sinusoidal limit theorems and their applications to econometric models
Yamamoto, Taku, (1974)
Improving the prediction of autoregressive models
Yamamoto, Taku, (1987)
Normal tests for a unit root in the autoregressive time series model
Yamamoto, Taku, (1993)