Tse-min Lin

American Political Science Review · 2004

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Tse-min Lin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Timothy J. Vogelsang

Papers from Tse-min Lin's perspective

Ordered by how strongly the researchers Tse-min Lin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Unit Roots, Cointegration, and Structural Change
  2. Optimal Bandwidth Selection in Heteroskedasticity-Autocorrelation Robust Testing∗
  3. Asymptotic properties of a robust variance matrix estimator for panel data when T is large
  4. The Error in Rejection Probability of Simple Autocorrelation Robust Tests
  5. Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence
  6. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  7. GMM and 2SLS estimation of mixed regressive, spatial autoregressive models
  8. How Much Should We Trust Differences-in-Differences Estimates?
  9. On the Asymptotic Accuracy of Efron's Bootstrap
  10. Identification and estimation of econometric models with group interactions, contextual factors and fixed effects

Their papers