Yicong Lin is an Assistant Professor at the Department of Econometrics and Data Science at Vrije Universiteit Amsterdam and a Research Fellow at the Tinbergen Institute. He obtained his Ph.D. degree from Maastricht University.
dr. Yicong Lin
Assistant Professor, School of Business and Economics, Econometrics and Data Science
, Tinbergen Institute
Personal information
Research
Yicong's primary research field is time series econometrics. He focuses on developing estimating and inferential methods for models that possibly have nonlinearity, nonstationarity, and endogeneity. His recent research interests include resampling methods in nonparametric statistics, functional time series, extreme value theory, information theory, and climate econometrics.
Teaching
- Introduction to Data Science
- Academic Skills: Probability and Inference
- Big Data Statistics
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Profile
Publications