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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)
Cointegration, exogeneity, and policy analysis : an overview
Ericsson, Neil R., (1991)
Parameter constancy, mean square forecast errors, and measuring forecast performance : an exposition, extensions, and illustration
Empirical modeling of money demand
Ericsson, Neil R., (1998)