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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)
Analysis of financial time series
Tsay, Ruey S., (2010)
Tsay, Ruey S., (2005)
Parsimonious parameterization of vector autoregressive moving average models
Tsay, Ruey S., (1989)