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Browsing All of EconStor by Author Lin, Yicong


Showing results 1 to 14 of 14
Year of PublicationTitleAuthor(s)
2021Sieve bootstrap inference for time-varying coefficient modelsFriedrich, Marina; Lin, Yicong
2022Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?Lin, Yicong; Reuvers, Hanno
2022Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo ComparisonLin, Yicong; Reuvers, Hanno
2023Time-varying effects of housing attributes and economic environment on housing pricesFriedrich, Marina; Lin, Yicong; Ramdaras, Pavitram; Telg, Sean; van der Sluis, Bernhard
2023Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidenceLin, Yicong; Song, Mingxuan
2023Bootstrapping trending timevarying coefficient panel models with missing observationsLin, Yicong; van der Sluis, Bernhard; Friedrich, Marina
2023Consistency, distributional convergence, and optimality of score-driven filtersBeutner, Eric A.; Lin, Yicong; Lucas, André
2024PyTimeVar: A python package for trending time-varying time series modelsSong, Mingxuan; van der Sluis, Bernhard; Lin, Yicong
2025Clustering extreme value indices in large panelsWang, Chenhui; Cai, Juan Juan; Lin, Yicong; Schaumburg, Julia
2025Functional location-scale models with robust observation-driven dynamicsLin, Yicong; Lucas, André
2025Improving score-driven density forecasts with an application to implied volatility surface dynamicsZou, Xia; Lin, Yicong; Lucas, André
2025Matrix-valued spatial autoregressions with dynamic and robust heterogeneous spilloversLin, Yicong; Lucas, André; Ye, Shiqi
2025Testing for the absence of scoredriven parameter dynamicsLucas, André; Lin, Yicong
2026Estimation and inference for the persistence of extremely high temperaturesCai, Juan Juan; Lin, Yicong; Schaumburg, Julia; Wang, Chenhui
Showing results 1 to 14 of 14