//-->
A Robust Approach to Heteroskedasticity, Error Serial Correlation and Slope Heterogeneity for Large Linear Panel Data Models with Interactive Effects
Cui, Guowei, (2019)
A consistent and robust test for autocorrelated jump occurrences
Kwok, Simon Sai Man, (2024)
The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
Leung, Siu Fai, (2001)
Chamberlin meets ciriacy-wantrup : using insights from experimental economics to inform stated preference research
Vossler, Christian Allen, (2016)
A criterion validity test of the contingent valuation method : comparing hypothetical and actual voting behavior for a public referendum
Vossler, Christian Allen, (2003)
Externally validating contingent valuation : an open-space survey and referendum in Corvallis, Oregon