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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)
Functional relations, random coefficients, and nonlinear regression with application to kinetic data
Johansen, Søren, (1984)
A Bartlett correction factor for tests on the cointegrating relations
Johansen, Søren, (2000)
Modelling of cointegration in the vector autoregressive model