Yicong Lin

Yicong Lin is an Assistant Professor at the Department of Econometrics and Data Science, Vrije Universiteit Amsterdam, and a Research Fellow at the Tinbergen Institute. He holds a PhD from Maastricht University. His research focuses on time series econometrics, particularly in developing methods for nonlinear, nonstationary, and endogenous models. Key areas include resampling techniques, functional time series, extreme value theory, and climate econometrics.

Recent work emphasizes time-varying coefficient models, bootstrap inference in nonparametric settings, and clustering approaches for extreme value indices. Teaching responsibilities include courses on data science fundamentals, probability theory, and big data statistics.

Research outputs span applied econometric methodologies, with datasets openly shared via platforms like YODA and GitHub. Collaborative efforts involve institutions across the globe, addressing challenges in housing markets, climate-related economic trends, and financial volatility modeling.