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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)
The Moran I test for spatial correlation of regression disturbances : an extension accounting for endogenous regressors
Kelejian, Harry H., (1995)
Sample selection in a switching model framework : an alternative to two-step methods
Kelejian, Harry H., (1993)
Aggregated heterogeneous dependent data and the logit model : a suggested approach