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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)
Spurious regression and residual-based tests for cointegration in panel data
Kao, Chihwa, (1999)
Small sample studies of estimating the regression models with multiplicative heteroscedasticity : the results of some Monte Carlo experiments
Kao, Chihwa, (1984)
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H., (2016)