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- Misspecification analysis: proceedings of a workshop held in Groningen, the Netherlands, December 15-16, 1983 (1984)

- Latent variables and indices: Herman Wold's basic design and partial least squares. .
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- Pyrrho's lemma, or have it your way. Metrika 1995. 42:119-125 .
- Reduced form estimation, hedging against possible misspecification. International Economic Review 1989. 30:373-390 .