More information
Work
- Yicong Lin, Mingxuan Song & Bernhard van der Sluis (2024) - Bootstrap inference for linear time-varying coefficient models in locally stationary time series - Journal of Computational and Graphical Statistics, 34 (2), 654-667 - doi: 10.1080/10618600.2024.2403705 - [link]
- Mingxuan Song, Bernhard van der Sluis & Yicong Lin (2024) - PyTimeVar: A Python Package for Trending Time-Varying Time Series Models - [link]
- Yicong Lin, Bernhard van der Sluis & Marina Friedrich (2023) - Bootstrapping trending time varying coefficient panel models with missing observations - [link]
- Marina Friedrich, Yicong Lin, Pavitram Ramdaras, Sean Telg & Bernhard van der Sluis (2023) - Time-varying effects of housing attributes and economic environment on housing prices - [link]
Programming for Data Science&Marketing
- Year
- 2025
- Course Code
- FEM11151
