Yicong Lin : Citation Profile


Vrije Universiteit Amsterdam

2

H index

0

i10 index

9

Citations

RESEARCH PRODUCTION:

5

Articles

12

Papers

RESEARCH ACTIVITY:

   6 years (2020 - 2026). See details.
   Cites by year: 1
   Journals where Yicong Lin has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (18.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1477
   Updated: 2026-06-13    RAS profile: 2026-06-10    
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Relations with other researchers


Works with:

Lucas, Andre (4)

van der Sluis, Bernhard (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Yicong Lin.

Is cited by:

Lucas, Andre (4)

Koopman, Siem Jan (2)

Smeekes, Stephan (1)

Moussa, Karim (1)

Schaumburg, Julia (1)

Cites to:

Phillips, Peter (29)

Lucas, Andre (26)

Koopman, Siem Jan (22)

Smeekes, Stephan (12)

Creal, Drew (10)

Perron, Pierre (9)

GAO, Jiti (8)

Li, Degui (8)

Smyth, Russell (8)

Park, Joon (7)

Wagner, Martin (7)

Main data


Where Yicong Lin has published?


Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute10
Papers / arXiv.org2

Recent works citing Yicong Lin (2026 and 2025)


YearTitle of citing document
2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2026Identifying trend reversals in atmospheric ethane from a multi-site analysis. (2026). Mahieu, Emmanuel ; Zhou, Minqiang ; Makarova, Maria ; Lin, Yicong ; Kivi, Rigel ; Koopman, Siem Jan ; Strong, Kimberly ; Jones, Nicholas ; Friedrich, Marina ; Smale, Dan ; Hase, Frank ; Rhling, Amelie Ninja ; Hannigan, James W ; Prignon, Maxime ; Grutter, Michel ; Ortega, Ivan ; Frey, Matthias Max ; Notholt, Justus ; Flood, Victoria ; Nagahama, Tomoo ; de Mazire, Martine ; Murata, Isao ; Smeekes, Stephan ; Morino, Isamu. In: Climatic Change. RePEc:spr:climat:v:179:y:2026:i:4:d:10.1007_s10584-026-04153-0.

Full description at Econpapers || Download paper

2025Forecasting 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.

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2025Functional Location-Scale Models with Robust Observation-Driven Dynamics. (2025). Lucas, Andrae ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250027.

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2025Clustering 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.

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2025Conditional 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.

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2025Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers. (2025). Lin, Yicong ; Lucas, Andrae ; Ye, Shiqi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250042.

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Works by Yicong Lin:


YearTitleTypeCited
2020Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve In: Papers.
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2021Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects? In: Papers.
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2022Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?.(2022) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2026Cointegrating Polynomial Regressions With Power Law Trends In: Journal of Time Series Analysis.
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article0
2024Sieve bootstrap inference for linear time-varying coefficient models In: Journal of Econometrics.
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article3
2026Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models In: Journal of Econometrics.
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article0
2026Identifying trend reversals in atmospheric ethane from a multi-site analysis In: Climatic Change.
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article0
2023GLS estimation and confidence sets for the date of a single break in models with trends In: Econometric Reviews.
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article3
2022Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison In: Tinbergen Institute Discussion Papers.
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paper0
2021Time-varying effects of housing attributes and economic environment on housing prices In: Tinbergen Institute Discussion Papers.
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2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence In: Tinbergen Institute Discussion Papers.
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2023Consistency, distributional convergence, and optimality of score-driven filters In: Tinbergen Institute Discussion Papers.
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paper2
2024PyTimeVar: A Python Package for Trending Time-Varying Time Series Models In: Tinbergen Institute Discussion Papers.
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paper0
2025Functional Location-Scale Models with Robust Observation-Driven Dynamics In: Tinbergen Institute Discussion Papers.
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paper1
2025Clustering Extreme Value Indices in Large Panels In: Tinbergen Institute Discussion Papers.
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paper0
2025Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics In: Tinbergen Institute Discussion Papers.
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paper0
2025Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
paper0

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