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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)
Spurious regression and residual-based tests for cointegration in panel data
Kao, Chihwa, (1999)
An EM algorithm for the heteroscedastic regression models with censored data : received 10.5.1984
Kao, Chihwa, (1985)
Estimating and testing high dimensional factor models with multiple structural changes
Baltagi, Badi H., (2016)