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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)
Gauss on least-squares and maximum-likelihood estimation
Magnus, Jan R., (2021)
The exact moments of a ratio forms in normal variables
Magnus, Jan R., (1986)
On the sensitivity of the t-statistic
Magnus, Jan R., (2002)