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]
  2. Marina Friedrich and Yicong Lin (2022). Sieve bootstrap inference for linear time-varying coefficient models. Journal of Econometrics, in press. [Open Access]

Working papers

  1. Yicong Lin and Hanno Reuvers. Cointegrating polynomial regressions with power law trends: environmental Kuznets curve or omitted time effects? Submitted.
  2. Yicong Lin and Hanno Reuvers. Fully modified estimation in cointegrating polynomial regressions: Extensions and Monte Carlo comparison. Submitted.