- Juan Juan Cai, Yicong Lin, Julia Schaumburg and Chenhui Wang. Estimation and inference for the persistence of extremely high temperatures. [Revision requested]
- Yicong Lin and Andre Lucas. Testing for the absence of score-driven parameter dynamics.
- Yicong Lin and Andre Lucas. Robust observation-driven location-scale dynamics for objects on multi-dimensional domains. [Submitted]
- Yicong Lin, Andre Lucas, and Shiqi Ye. Matrix-valued spatial autoregressions with dynamic and robust heterogeneous spillovers. [Revision requested]
- Chenhui Wang, Juan Juan Cai, Yicong Lin and Julia Schaumburg. Clustering extreme value indices in large panels. [Revision requested]
- Xia Zou, Yicong Lin, and Andre Lucas. Improving score-driven density forecasts with an application to implied volatility surface dynamics. [Revision requested]
- Yicong Lin, Bernhard van der Sluis, and Marina Friedrich. Bootstrapping trending time-varying coefficient panel models with missing observations.
