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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)
Critical values for cointegration tests
MacKinnon, James G., (1990)
Contrastes de especificación de modelos y regresiones artificiales
MacKinnon, James G., (1993)
Numerical distribution functions for unit root and cointegration tests
MacKinnon, James G., (1996)