| Sieve bootstrap inference for linear time-varying coefficient models M Friedrich, Y Lin Journal of Econometrics, 105345, 2024 | 6 | 2024 |
| GLS estimation and confidence sets for the date of a single break in models with trends E Beutner, Y Lin, S Smeekes Econometric Reviews, 2023 | 6 | 2023 |
| Fully modified estimation in cointegrating polynomial regressions: Extensions and Monte Carlo comparison Y Lin, H Reuvers Tinbergen Institute, 2022 | 5* | 2022 |
| Time-varying effects of housing attributes and economic environment on housing prices M Friedrich, Y Lin, P Ramdaras, S Telg, B van der Sluis | 2 | 2023 |
| Cointegrating polynomial regressions with power law trends: Environmental Kuznets curve or omitted time effects? Y Lin, H Reuvers Tinbergen Institute, 2022 | 2 | 2022 |
| Consistency, distributional convergence, and optimality of score-driven filters EA Beutner, Y Lin, A Lucas Tinbergen Institute Discussion Paper, 2023 | 1 | 2023 |
| Bootstrapping trending time-varying coefficient panel models with missing observations Y Lin, B van der Sluis, M Friedrich Tinbergen Institute Discussion Paper, 2023 | | 2023 |
| Robust bootstrap inference for linear time-varying coefficient models: Some Monte Carlo evidence Y Lin, M Song | | 2023 |
Stephan SmeekesMaastricht UniversityVerified email at maastrichtuniversity.nl
