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 0 0 6 6 1 1 24 24
Cointegrating Polynomial Regressions With Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects? 0 0 2 59 1 4 22 30
Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects? 0 0 0 48 0 1 8 38
Consistency, distributional convergence, and optimality of score-driven filters 0 0 1 14 1 7 27 38
Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve 0 0 1 19 0 3 13 58
Estimation and inference for the persistence of extremely high temperatures 0 4 4 4 0 2 2 2
Fully Modified Estimation in Cointegrating Polynomial Regressions: Extensions and Monte Carlo Comparison 0 0 1 51 1 5 12 20
Functional Location-Scale Models with Robust Observation-Driven Dynamics 1 2 4 4 2 10 29 29
Improving Score-Driven Density Forecasts with an Application to Implied Volatility Surface Dynamics 0 0 14 14 1 4 27 27
Matrix-Valued Spatial Autoregressions with Dynamic and Robust Heterogeneous Spillovers 0 0 13 13 0 8 33 33
PyTimeVar: A Python Package for Trending Time-Varying Time Series Models 0 0 2 13 0 7 27 35
Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence 0 1 2 18 1 5 21 47
Testing for the Absence of Score-Driven Parameter Dynamics 0 19 19 19 0 8 8 8
Time-varying effects of housing attributes and economic environment on housing prices 0 0 1 2 0 1 8 15
Total Working Papers 1 26 70 284 8 66 261 404


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 1 2 2
Consistency, distributional convergence, and optimality of time-varying parameters in score-driven models 1 1 1 1 1 2 2 2
Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions 0 0 0 0 0 1 1 1
GLS estimation and confidence sets for the date of a single break in models with trends 0 0 0 0 0 2 13 14
Identifying trend reversals in atmospheric ethane from a multi-site analysis 0 0 0 0 0 1 2 2
Sieve bootstrap inference for linear time-varying coefficient models 0 0 0 3 0 1 12 23
Total Journal Articles 1 1 1 4 1 8 32 44


Statistics updated 2026-07-10