Publications


  1. Marina Friedrich and Yicong Lin (2024). Sieve bootstrap inference for linear time-varying coefficient models. Journal of Econometrics 239(1), 105345. [Open Access]
  2. Eric Beutner, Yicong Lin, and Stephan Smeekes (2023). GLS estimation and confidence sets for the date of a single break in models with trends. Econometric Reviews 42(2), 195-219. [Open Access]

Working papers


  1. Yicong Lin and Hanno Reuvers. Cointegrating polynomial regressions with power law trends [R&R]
  2. Wenzhe Yin, Shujian Yu, Yicong Lin, Jie Liu, Jan-Jakob Sonke, and Stratis Gavves. Domain adaptation with Cauchy-Schwarz divergence. [Submitted]
  3. Yicong Lin, Bernhard van der Sluis, and Marina Friedrich. Bootstrapping trending time-varying coefficient panel models with missing observations. [Submitted]
  4. Eric Beutner, Yicong Lin, and Andre Lucas. Consistency, distributional convergence, and optimality of score-driven filters.
  5. Marina Friedrich, Yicong Lin, Pavitram Ramdaras, Sean Telg, and Bernhard van der Sluis. On the importance of integrating economic environment and housing attributes in house price analysis.
  6. Yicong Lin and Mingxuan Song. Bootstrap inference for time-varying coefficient models in nonstationary time series. [Revision requested]
    • previous title: Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence
  7. Yicong Lin and Hanno Reuvers. Fully modified estimation in cointegrating polynomial regressions: Extensions and Monte Carlo comparison. [Revision requested]