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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)
Statistical inference with simulated likelihood functions
Lee, Lung-fei, (1999)
Estimation of dynamic limited-dependent rational expectations models
Estimation of dynamic and ARCH Tobit models