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A Test of Goodness of Fit, and . Journal of the American Statistical Association, 49 (268): 765--769 (1954)Asymptotic robustness of tests of overidentification and predeterminedness, and . Journal of Econometrics, 62 (2): 383--414 (June 1994)Comments. Econometric Reviews, 2 (1): 41--47 (1983)Evaluation of the expected value of a determinant. Statistics & Probability Letters, 8 (1): 25--26 (May 1989)Reduced rank regression for blocks of simultaneous equations. Journal of Econometrics, 135 (1-2): 55--76 (00 2006)An omnibus test for the time series model AR(1), , and . Journal of Econometrics, 118 (1-2): 111--127 (00 2004)Reduced rank regression in cointegrated models. Journal of Econometrics, 106 (2): 203--216 (February 2002)Tests of overidentification and predeterminedness in simultaneous equation models, and . Journal of Econometrics, 54 (1-3): 49--78 (00 1992)Linear latent variable models and covariance structures. Journal of Econometrics, 41 (1): 91--119 (May 1989)Goodness-of-fit tests for autoregressive processes. Journal of Time Series Analysis, 18 (4): 321--339 (182 07 1997)doi: 10.1111/1467-9892.00053.