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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)
The asymptotic mean squared error of multistep prediction from the regression model with autoregressive errors
Baillie, Richard T., (1978)
The asymptotic prediction mean squared error for vector autoregressive models
Baillie, Richard T., (1979)
The asymptotic prediction mean square error for dynamic single equation models