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. He focuses on time series models with nonlinearity, nonstationarity, and endogeneity. His recent research interests extend to bootstrap and resampling methods, climate econometrics, nonlinear cointegration, nonparametric statistics. His recent publications appear in the Journal of Econometrics and Econometric Reviews.
List of publications
Friedrich, M. and Lin, Y. (2022). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, :.