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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)
On the Non-Existence of Optimal Solutions and the Occurrence of “Degeneracy” in the CANDECOMP/PARAFAC Model
Krijnen, Wim, (2008)
Ridge regression and its degrees of freedom
Dijkstra, Theo, (2014)
The Term Structure of Interest Differentials in a Target Zone with Time-varying Devaluation Risk
Knot, Klaas, (1999)