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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)
Correcting for multivariate measurement error by regression calibration in meta-analyses of epidemiological studies
Shepherd, J., (2009)
Verifying return-based style analysis using composition-based factor returns
Robertson, M., (2001)