Research output per year
Research output per year
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
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Network
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Sieve bootstrap inference for linear time-varying coefficient models
Friedrich, M. & Lin, Y., 2023, (Accepted/In press) In: Journal of Econometrics.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison
Reuvers, H. & Lin, Y., 8 Dec 2022, Tinbergen Institute, (TI Discussion Papers Series; no. 22-093/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
GLS Estimation and Confidence Sets for the Date of a Single Break in Models with Trends
Beutner, E., LIN, YICONG. & Smeekes, S., Nov 2022, (Accepted/In press).Research output: Working paper / Preprint › Preprint › Academic
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Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?
Lin, Y. & Reuvers, H., Dec 2021, arXiv.org, (arXiv.org).Research output: Working paper / Preprint › Working paper › Professional
File27 Downloads (Pure) -
Sieve Bootstrap Inference for Time-Varying Coefficient Models
Friedrich, M. & Lin, Y., Dec 2021, Tinbergen Instituut.Research output: Working paper / Preprint › Working paper › Professional
Activities
- 1 Lecture / Presentation