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 include resampling methods in nonparametric statistics, functional time series, extreme value theory, information theory, and climate econometrics. His recent publications have appeared in the Journal of Econometrics, Journal of Computational and Graphical Statistics, Econometric Reviews, Journal of Time Series Analysis, Journal of the Royal Statistical Society (Series C), and the Proceedings of Machine Learning Research.