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H index
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i10 index
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Citations
Yicong Lin : Citation Profile
Vrije Universiteit Amsterdam | RESEARCH PRODUCTION: 6 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2020 - 2026). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Yicong Lin. | Is cited by:
| Cites to:
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Main data
Where Yicong Lin has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 12 |
| Papers / arXiv.org | 2 |
Recent works citing Yicong Lin (2026 and 2025)
| Year | Title of citing document |
|---|---|
| 2025 | Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165. Full description at Econpapers || Download paper |
| 2026 | Do Macroeconomic, Financial and Technological Drivers Improve Sustainable Development in G10 Countries?. (2026). Sayar, Gokcen ; Erdas, Mehmet Levent ; Yagcilar, Gamze Gocmen ; Ezanoglu, Zeynep. In: Economic Studies journal. RePEc:bas:econst:y:2026:i:4:p:3-21. Full description at Econpapers || Download paper |
| 2026 | On the relationship between stochastic and deterministic polynomial trends with applications to the detection of the order of integration. (2026). Camponovo, Lorenzo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:231:y:2026:i:c:s0167715225002676. Full description at Econpapers || Download paper |
| 2025 | Forecasting Atmospheric Ethane: Application to the Jungfraujoch Measurement Station. (2025). Moussa, Karim ; Friedrich, Marina ; van der Straten, David ; Shapovalova, Yuliya. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250025. Full description at Econpapers || Download paper |
| 2025 | Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes. (2025). Opschoor, Anne ; Lucas, Andrae ; Schoemaker, Daan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250039. Full description at Econpapers || Download paper |
Works by Yicong Lin:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects? In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?.(2022) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2026 | Cointegrating Polynomial Regressions With Power Law Trends In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
| 2026 | Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2024 | Sieve bootstrap inference for linear time-varying coefficient models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2026 | Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2026 | Identifying trend reversals in atmospheric ethane from a multi-site analysis In: Climatic Change. [Full Text][Citation analysis] | article | 0 |
| 2023 | GLS estimation and confidence sets for the date of a single break in models with trends In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
| 2022 | Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Time-varying effects of housing attributes and economic environment on housing prices In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Consistency, distributional convergence, and optimality of score-driven filters In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | PyTimeVar: A Python Package for Trending Time-Varying Time Series Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Functional Location-Scale Models with Robust Observation-Driven Dynamics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Clustering Extreme Value Indices in Large Panels In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Testing for the Absence of Score-Driven Parameter Dynamics In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2026 | Estimation and inference for the persistence of extremely high temperatures In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team