Details about Yicong Lin

Access statistics for papers by Yicong Lin.

Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: pli1477

Working Papers

2024

1. PyTimeVar: A Python Package for Trending Time-Varying Time Series Models
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2023

2. Consistency, distributional convergence, and optimality of score-driven filters
   Tinbergen Institute Discussion Papers, Tinbergen Institute
3. Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2022

4. Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?
   Tinbergen Institute Discussion Papers, Tinbergen Institute
   Also in Papers, arXiv.org (2021)
5. Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2021

6. Time-varying effects of housing attributes and economic environment on housing prices
   Tinbergen Institute Discussion Papers, Tinbergen Institute

2020

7. Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve
   Papers, arXiv.org View citations (1)

Journal Articles

2024

1. Sieve bootstrap inference for linear time-varying coefficient models
   Journal of Econometrics, 2024, 239, (1)

2023

2. GLS estimation and confidence sets for the date of a single break in models with trends
   Econometric Reviews, 2023, 42, (2), 195-219 View citations (1)