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Yicong Lin

Personal Details

First Name:Yicong
Middle Name:
Last Name:Lin
Suffix:
RePEc Short-ID:pli1477
[This author has chosen not to make the email address public]
http://yiconglin.com/

Affiliation

School of Business and Economics
Vrije Universiteit Amsterdam

Amsterdam, Netherlands
http://sbe.vu.nl/
RePEc:edi:fewvunl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Juan Juan Cai & Yicong Lin & Julia Schaumburg & Chenhui Wang, 2026. "Estimation and inference for the persistence of extremely high temperatures," Tinbergen Institute Discussion Papers 26-002/III, Tinbergen Institute.
  2. Xia Zou & Yicong Lin & André Lucas, 2025. "Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics," Tinbergen Institute Discussion Papers 25-036/III, Tinbergen Institute.
  3. Yicong Lin & André Lucas, 2025. "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers 25-027/III, Tinbergen Institute.
  4. Chenhui Wang & Juan Juan Cai & Yicong Lin & Julia Schaumburg, 2025. "Clustering Extreme Value Indices in Large Panels," Tinbergen Institute Discussion Papers 25-029/III, Tinbergen Institute.
  5. Andre Lucas & Yicong Lin, 2025. "Testing for the Absence of Score-Driven Parameter Dynamics," Tinbergen Institute Discussion Papers 25-063/III, Tinbergen Institute.
  6. Yicong Lin & André Lucas & Shiqi Ye, 2025. "Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers," Tinbergen Institute Discussion Papers 25-042/III, Tinbergen Institute.
  7. Mingxuan Song & Bernhard van der Sluis & Yicong Lin, 2024. "PyTimeVar: A Python Package for Trending Time-Varying Time Series Models," Tinbergen Institute Discussion Papers 24-060/III, Tinbergen Institute.
  8. Eric A. Beutner & Yicong Lin & Andre Lucas, 2023. "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers 23-051/III, Tinbergen Institute.
  9. Yicong Lin & Mingxuan Song, 2023. "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers 23-049/III, Tinbergen Institute.
  10. Yicong Lin & Hanno Reuvers, 2022. "Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison," Tinbergen Institute Discussion Papers 22-093/III, Tinbergen Institute.
  11. Marina Friedrich & Yicong Lin & Pavitram Ramdaras & Sean Telg & Bernhard van der Sluis, 2021. "Time-varying effects of housing attributes and economic environment on housing prices," Tinbergen Institute Discussion Papers 23-039/III, Tinbergen Institute.
  12. Yicong Lin & Hanno Reuvers, 2020. "Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Papers 2009.02262, arXiv.org, revised Dec 2021.
  13. Yicong Lin & Hanno Reuvers, 2019. "Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve," Papers 1908.02552, arXiv.org, revised Aug 2020.

Articles

  1. Yicong Lin & Hanno Reuvers, 2026. "Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 88(3), pages 473-483, June.
  2. Yicong Lin & Hanno Reuvers, 2026. "Cointegrating Polynomial Regressions With Power Law Trends," Journal of Time Series Analysis, Wiley Blackwell, vol. 47(2), pages 331-344, March.
  3. Beutner, Eric & Lin, Yicong & Lucas, Andre, 2026. "Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models," Journal of Econometrics, Elsevier, vol. 255(C).
  4. Marina Friedrich & Siem Jan Koopman & Yicong Lin & Emmanuel Mahieu & Stephan Smeekes & Martine De Mazière & Victoria Flood & Matthias Max Frey & Michel Grutter & James W. Hannigan & Frank Hase & Nicho, 2026. "Identifying trend reversals in atmospheric ethane from a multi-site analysis," Climatic Change, Springer, vol. 179(4), pages 1-33, April.
  5. Friedrich, Marina & Lin, Yicong, 2024. "Sieve bootstrap inference for linear time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 239(1).
  6. Eric Beutner & Yicong Lin & Stephan Smeekes, 2023. "GLS estimation and confidence sets for the date of a single break in models with trends," Econometric Reviews, Taylor & Francis Journals, vol. 42(2), pages 195-219, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yicong Lin & André Lucas, 2025. "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers 25-027/III, Tinbergen Institute.

    Cited by:

    1. Yicong Lin & André Lucas & Shiqi Ye, 2025. "Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers," Tinbergen Institute Discussion Papers 25-042/III, Tinbergen Institute.

  2. Eric A. Beutner & Yicong Lin & Andre Lucas, 2023. "Consistency, distributional convergence, and optimality of score-driven filters," Tinbergen Institute Discussion Papers 23-051/III, Tinbergen Institute.

    Cited by:

    1. Yicong Lin & André Lucas, 2025. "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers 25-027/III, Tinbergen Institute.
    2. Daan Schoemaker & André Lucas & Anne Opschoor, 2025. "Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes," Tinbergen Institute Discussion Papers 25-039/III, Tinbergen Institute.

  3. Yicong Lin & Hanno Reuvers, 2019. "Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve," Papers 1908.02552, arXiv.org, revised Aug 2020.

    Cited by:

    1. Yicong Lin & Hanno Reuvers, 2020. "Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?," Papers 2009.02262, arXiv.org, revised Dec 2021.

Articles

  1. Friedrich, Marina & Lin, Yicong, 2024. "Sieve bootstrap inference for linear time-varying coefficient models," Journal of Econometrics, Elsevier, vol. 239(1).

    Cited by:

    1. Marina Friedrich & Karim Moussa & Yuliya Shapovalova & David van der Straten, 2025. "Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station," Tinbergen Institute Discussion Papers 25-025/III, Tinbergen Institute.
    2. Marina Friedrich & Siem Jan Koopman & Yicong Lin & Emmanuel Mahieu & Stephan Smeekes & Martine De Mazière & Victoria Flood & Matthias Max Frey & Michel Grutter & James W. Hannigan & Frank Hase & Nicho, 2026. "Identifying trend reversals in atmospheric ethane from a multi-site analysis," Climatic Change, Springer, vol. 179(4), pages 1-33, April.
    3. Paul Haimerl & Stephan Smeekes & Ines Wilms, 2025. "Estimation of Latent Group Structures in Time-Varying Panel Data Models," Papers 2503.23165, arXiv.org, revised Nov 2025.

  2. Eric Beutner & Yicong Lin & Stephan Smeekes, 2023. "GLS estimation and confidence sets for the date of a single break in models with trends," Econometric Reviews, Taylor & Francis Journals, vol. 42(2), pages 195-219, February.

    Cited by:

    1. Marina Friedrich & Siem Jan Koopman & Yicong Lin & Emmanuel Mahieu & Stephan Smeekes & Martine De Mazière & Victoria Flood & Matthias Max Frey & Michel Grutter & James W. Hannigan & Frank Hase & Nicho, 2026. "Identifying trend reversals in atmospheric ethane from a multi-site analysis," Climatic Change, Springer, vol. 179(4), pages 1-33, April.
    2. Yicong Lin & André Lucas, 2025. "Functional Location-Scale Models with Robust Observation-Driven Dynamics," Tinbergen Institute Discussion Papers 25-027/III, Tinbergen Institute.
    3. Chenhui Wang & Juan Juan Cai & Yicong Lin & Julia Schaumburg, 2025. "Clustering Extreme Value Indices in Large Panels," Tinbergen Institute Discussion Papers 25-029/III, Tinbergen Institute.
    4. Yicong Lin & Mingxuan Song, 2023. "Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence," Tinbergen Institute Discussion Papers 23-049/III, Tinbergen Institute.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (11) 2019-08-26 2020-09-21 2023-01-30 2023-10-09 2023-10-09 2025-07-21 2025-07-21 2025-07-21 2025-07-21 2026-05-11 2026-05-11. Author is listed
  2. NEP-ETS: Econometric Time Series (10) 2019-08-26 2020-09-21 2023-01-30 2023-10-09 2023-10-09 2025-02-17 2025-07-21 2025-07-21 2025-07-21 2026-05-11. Author is listed
  3. NEP-ENV: Environmental Economics (3) 2020-09-21 2023-01-30 2026-05-11
  4. NEP-ENE: Energy Economics (2) 2020-09-21 2023-01-30
  5. NEP-AGR: Agricultural Economics (1) 2023-01-30
  6. NEP-DCM: Discrete Choice Models (1) 2025-07-21
  7. NEP-FOR: Forecasting (1) 2025-07-21
  8. NEP-MAC: Macroeconomics (1) 2026-05-11
  9. NEP-RES: Resource Economics (1) 2023-01-30
  10. NEP-RMG: Risk Management (1) 2025-07-21
  11. NEP-URE: Urban and Real Estate Economics (1) 2025-07-21

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