Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):.
Yicong Lin
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Econometric Methodology, Econometric Theory, Econometrics, Panel Data, Time Series Econometrics
Biography
Yicong Lin is an Assistant Professor 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, and score-driven models. His recent publications appear in the Journal of Econometrics and Econometric Reviews.
Key publications
List of publications
Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):.
Beutner, E., Lin, Y. and Smeekes, S. (2023). GLS estimation and confidence sets for the date of a single break in models with trends Econometric Reviews, 42(2):195--219.