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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)
Tests multiples simulés et tests de normalité basés sur plusieurs moments dans les modèles de régression*
Dufour, Jean-Marie, (2004)
Some impossibility theorems in econometrics with applications to instrumental variables, dynamic models and cointegration
Dufour, Jean-Marie, (1995)
[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]