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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)
Properties of estimates of the mean square error of prediction in autoregressive models
Shaman, Paul, (1983)
Generalized Levinson-Durbin sequences, binomial coefficients and autoregressive estimation
Shaman, Paul, (2010)
On the calculation of cumulants of estimators arising from a linear time series regression model
Zhang, Hong-Ching, (1991)