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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)
The independence of tests for structural change in regression models
Phillips, G. D. A., (1983)
Testing a time series for difference stationarity
MacCabe, B. P., (1994)
Testing for serial correlation in simultaneous equation models : Some further results
Harvey, A. C., (1981)