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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)
FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
Reinsel, Greg, (1979)
Maximum likelihood estimation of stochastic linear difference equations with autoregressive moving average errors
Maximum Likelihood Estimation of Stochastic Linear Difference Equations with Autoregressive Moving Average Errors.