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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)
Estimation of the covariance matrix of random effects in longitudinal studies
Sun, Y., (2007)
Estimation and tests for power-transformed and threshold GARCH models
Pan, J., (2008)