Publications
Yicong Lin, Mingxuan Song, and Bernhard van der Sluis (2024). Bootstrap inference for linear time-varying coefficient models in locally stationary time series. Journal of Computational and Graphical Statistics (Open Access)
Yicong Lin, Marina Friedrich, Pavitram Ramdaras, Sean Telg, and Bernhard van der Sluis (2025). Modelling time-varying relations in housing prices: A semiparametric panel approach. Journal of the Royal Statistical Society: Series C: Applied Statistics. (Open Access)
Working Papers
Bootstrapping trending time-varying coefficient panel models with missing observations, with Yicong Lin and Marina Friedrich.
PyTimeVar: A Python package for trending time-varying time series models, with Mingxuan Song and Yicong Lin (R&R)
Markov regime-switching panel models with grouped heterogeneity, with Richard Paap and Wendun Wang
Multiscale comparison of nonparametric trending coefficients, with Marina Khismatullina