Publications

1. 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
2. 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

1. 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
2. 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.