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I am an Assistant Professor at the Department of Econometrics and Data Science, Vrije Universiteit Amsterdam, and a candidate research fellow at Tinbergen Institute. My research is primarily dedicated to the development of estimation and inference methods tailored to models that may exhibit nonlinearity, nonstationarity, and endogeneity. My research interests span a wide spectrum, including resampling methods in nonparametric statistics, observation-driven models, information theory, climate econometrics, and nonlinear cointegration.

Contact:

Yicong Lin

Department of Econometrics and Data Science

Vrije Universiteit Amsterdam

Email: yc.lin@vu.nl