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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)
Model specification tests against non-nested alternatives
McKinnon, James G., (1983)
A simplified version of the differencing test
Davidson, Russell, (1985)
Heteroskedasticity-and-Autocorrelation-Consistent Bootstrapping
Davidson, Russel, (2014)