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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 cross-sectional analysis in accounting research
Christie, Andrew A., (1987)
The stochastic behavior of common stock variances : value, leverage and interest rate effects
Christie, Andrew A., (1982)
The time series behavior of the variance of common stock prices
Christie, Andrew A., (1981)