Linear Models with autocorrelated errors: structural identifiability in the absence of minimality assumptions

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)