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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)
Asymptotic theory for econometricians
White, Halbert, (2001)
Tests de spécification dans les modèles dynamiques
White, Halbert, (1985)
Estimation, inference and specification analysis
White, Halbert, (1994)