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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)
Asymptotic expansions for the distributions of some multivariate tests
Fujikoshi, Yasunori, (1977)
Corrected versions of cross-validation criteria for selecting multivariate regression and growth curve models
Fujikoshi, Yasunori, (2003)
High-dimensional AIC in the growth curve model
Fujikoshi, Yasunori, (2013)