Yicong Lin
Vrije Universiteit Amsterdam
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Research
Publications
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, in press.
[Open Access]
accepted manuscript
,
supplementary appendix
Marina Friedrich and Yicong Lin (2022).
Sieve bootstrap inference for linear time-varying coefficient models
. Journal of Econometrics, in press.
[Open Access]
accepted manuscript
,
supplementary appendix
MATLAB codes
Working papers
Yicong Lin and Hanno Reuvers. Cointegrating polynomial regressions with power law trends: environmental Kuznets curve or omitted time effects? Submitted.
updated manuscript
,
supplementary appendix
,
TI discussion paper
Yicong Lin and Hanno Reuvers. Fully modified estimation in cointegrating polynomial regressions: Extensions and Monte Carlo comparison. Submitted.
updated manuscript
,
supplementary appendix
,
TI discussion paper
Previous title: Efficient estimation by fully modified GLS with an application to the environmental Kuznets curve.