Access Statistics for Yicong Lin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Clustering Extreme Value Indices in Large Panels 1 1 2 7 2 5 26 29
Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects? 0 0 2 59 0 2 23 32
Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects? 0 0 0 48 0 0 7 38
Consistency, distributional convergence, and optimality of score-driven filters 0 0 1 14 0 1 25 39
Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve 0 0 1 19 1 3 15 61
Estimation and inference for the persistence of extremely high temperatures 0 0 4 4 1 1 3 3
Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison 0 0 1 51 0 1 12 21
Functional Location-Scale Models with Robust Observation-Driven Dynamics 0 0 3 4 1 2 26 31
Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics 0 0 2 14 1 2 23 29
Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers 0 0 3 13 0 1 29 34
PyTimeVar: A Python Package for Trending Time-Varying Time Series Models 0 0 2 13 0 1 27 36
Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence 0 0 2 18 0 1 22 48
Testing for the Absence of Score-Driven Parameter Dynamics 0 0 19 19 0 0 8 8
Time-varying effects of housing attributes and economic environment on housing prices 0 0 1 2 0 0 8 15
Total Working Papers 1 1 43 285 6 20 254 424


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cointegrating Polynomial Regressions With Power Law Trends 0 0 0 0 0 0 2 2
Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models 0 0 1 1 1 4 6 6
Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions 0 0 0 0 1 1 2 2
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 0 0 12 14
Identifying trend reversals in atmospheric ethane from a multi-site analysis 0 0 0 0 2 2 4 4
Sieve bootstrap inference for linear time-varying coefficient models 0 0 0 3 1 3 15 26
Total Journal Articles 0 0 1 4 5 10 41 54


Statistics updated 2026-10-11