2
H index
0
i10 index
6
Citations
Vrije Universiteit Amsterdam | 2 H index 0 i10 index 6 Citations RESEARCH PRODUCTION: 2 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Tinbergen Institute Discussion Papers / Tinbergen Institute | 6 |
| Papers / arXiv.org | 2 |
| 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 |
| 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 | Functional Location-Scale Models with Robust Observation-Driven Dynamics. (2025). Lucas, Andrae ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250027. Full description at Econpapers || Download paper |
| 2025 | Clustering Extreme Value Indices in Large Panels. (2025). Schaumburg, Julia ; Lin, Yicong ; Cai, Juan Juan ; Wang, Chenhui. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250029. 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 |
| 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 | 0 |
| 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: 0 | paper | |
| 2024 | Sieve bootstrap inference for linear time-varying coefficient models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2 |
| 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 | 2 |
| 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 | 2 |
| 2024 | PyTimeVar: A Python Package for Trending Time-Varying Time Series Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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