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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)
Nonlife actuarial models : theory, methodes and evaluation
Tse, Yiu Kuen, (2009)
Econometric forecasting and high-frequency data analysis
Mariano, Roberto S., (2008)
A test for constant correlations in a multivariate GARCH model
Tse, Yiu Kuen, (2000)