Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):1--29.
Marina Friedrich
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Applied Econometrics, Development, Econometric Methodology, Econometrics, Environmental Economics, Time Series Econometrics
Website
Biography
I am an Assistant Professor at the Department of Econometrics and Data Science at Vrije Universiteit (VU) Amsterdam. My research focuses on the development and application of methods in time series econometrics such as bootstrapping and trend estimation. I am interested in applications in climate econometrics, environmental economics and policy evaluation.
List of publications
Friedrich, M. and Lin, Y. (2024). Sieve bootstrap inference for linear time-varying coefficient models Journal of Econometrics, 239(1):1--29.
Friedrich, M., Smeekes, S. and Urbain, J.P. (2020). Autoregressive wild bootstrap inference for nonparametric trends Journal of Econometrics, 214(1):81--109.