Working papers

1. Yicong Lin and Hanno Reuvers. Cointegrating polynomial regressions with power law trends [R&R]
   • updated manuscript, supplementary appendix, TI discussion paper
   • previous title: Cointegrating polynomial regressions with power law trends: environmental Kuznets curve or omitted time effects?
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]
   • TI discussion paper
   • MATLAB code & data (maintainer: Yicong Lin, Bernhard van der Sluis)
4. Eric Beutner, Yicong Lin, and Andre Lucas. Consistency, distributional convergence, and optimality of score-driven filters.
   • TI discussion paper
5. Marina Friedrich, Yicong Lin, Pavitram Ramdaras, Sean Telg, and Bernhard van der Sluis. Modelling time-varying relations in housing prices: A semiparametric panel approach. [Submitted]
   • updated manuscript, TI discussion paper
   • Python code & macroeconomic data; Github (maintainer: Pavitram Ramdaras)
   • previous title: Time-varying effects of housing attributes and economic environment on housing prices
6. Yicong Lin and Mingxuan Song. Bootstrap inference for time-varying coefficient models in nonstationary time series. [Revision requested]
   • updated manuscript, TI discussion paper
   • Python code, consumption data
   • 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]
   • updated manuscript, supplementary appendix, TI discussion paper
   • previous title: Efficient estimation by fully modified GLS with an application to the environmental Kuznets curve