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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)
Generalizations of the Stolper-Samuelson and Samuelson-Rybczynski theorems in terms of conditional input-output coefficients
Wegge, Leon L. F., (1969)
On the relation between commodity prices and factor rewards
Kemp, Murray Chilvers, (1969)
Linear Models with autocorrelated errors: structural identifiability in the absence of minimality assumptions
Deistler, M., (1977)