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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)
Applications of Kalman filter models in econometrics
Watson, Mark W., (1980)
Recollections of Clive Granger
Watson, Mark W., (2010)