Publications

  1. Mingxuan Song, Bernhard van der Sluis, and Yicong Lin (202x). PyTimeVar: A Python package for trending time-varying time series models. Journal of Statistical Software. [Accepted]
  2. Marina Friedrich, Siem Jan Koopman, Yicong Lin, Mahieu Emmanuel, Stephan Smeekes, et al. (2026). Identifying trend reversals in atmospheric ethane from a multi-site analysis. Climatic Change. [Open Access]
  3. Eric Beutner, Yicong Lin, and Andre Lucas (2026). Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models. Journal of Econometrics. [Open Access]
  4. Yicong Lin and Hanno Reuvers (202x). Fully modified GLS estimation for seemingly unrelated cointegrating polynomial regressions. Oxford Bulletin of Economics and Statistics. [Open Access]
  5. Yicong Lin and Hanno Reuvers (2026). Cointegrating polynomial regressions with power law trends. Journal of Time Series Analysis 47, 331-344. [Open Access]
  6. Yicong Lin, Mingxuan Song, and Bernhard van der Sluis (2025). Bootstrap inference for linear time-varying coefficient models in locally stationary time series. Journal of Computational and Graphical Statistics 34(2), 654-667. [Open Access]
  7. Marina Friedrich, Yicong Lin, Pavitram Ramdaras, Sean Telg, and Bernhard van der Sluis (2025). Modelling time-varying relations in housing prices: A semiparametric panel approach. Journal of the Royal Statistical Society Series C: Applied Statistics 74, 1217–1238. [Open Access]
  8. Wenzhe Yin, Shujian Yu, Yicong Lin, Jie Liu, Jan-Jakob Sonke, and Stratis Gavves (2024). Domain adaptation with Cauchy-Schwarz divergence. Proceedings of the Fortieth Conference on Uncertainty in Artificial Intelligence (UAI), PMLR 244:4011–4040. [Open Access]
  9. Marina Friedrich and Yicong Lin (2024). Sieve bootstrap inference for linear time-varying coefficient models. Journal of Econometrics 239(1), 105345. [Open Access]
  10. 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 42(2), 195–219. [Open Access]