//-->
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)
A lagged dependent variable, autocorrelated disturbances, and unit root tests - peculiar OLS bias properties - a pedagogical note
Maeshiro, Asatoshi, (1999)
Teaching regressions with a lagged dependent variable and autocorrelated disturbances
Maeshiro, Asatoshi, (1996)
Autocorrelation and trended explanatory variables : a reply
Maeshiro, Asatoshi, (1980)