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Personal profile

Personal information

Yicong Lin is a postdoctoral researcher at the Department of Econometrics and Data Science at Vrije Universiteit Amsterdam. He obtained his Ph.D. degree from Maastricht University.

Research

Yicong's primary research field is time series econometrics. He focuses on developing estimating and inferential methods for models that possibly have nonlinearity, nonstationarity, and endogeneity. His recent research interests include bootstrap and resampling methods, climate econometrics, nonlinear cointegration, nonparametric statistics.

Teaching

  • Introduction to Data Science
  • Academic Skills: Probability and Inference 
  • Machine Learning for Econometrics and Data Science
  • Big Data Statistics

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