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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)
Modelling the term structure
Pagan, Adrian R., (1995)
Modeling the term structure
Pagan, Adrian R., (1996)
Diagnostic tests as residual analysis
Pagan, Adrian R., (1983)