Details about Andrii Babii

Access statistics for papers by Andrii Babii.

Last updated 2024-12-06. Update your information in the RePEc Author Service.

Short-id: pba1689

Working Papers

2025

1. Is completeness necessary? Estimation in nonidentified linear models
   Papers, arXiv.org View citations (9)
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2020) View citations (9)
2. Tensor PCA for Factor Models
   Papers, arXiv.org

2024

3. Functional Partial Least-Squares: Optimal Rates and Adaptation
   Papers, arXiv.org

2023

4. Econometrics of Machine Learning Methods in Economic Forecasting
   Papers, arXiv.org
   See also Chapter Econometrics of machine learning methods in economic forecasting, Chapters, Edward Elgar Publishing (2024) (2024)
5. Panel Data Nowcasting: The Case of Price-Earnings Ratios
   Papers, arXiv.org
   See also Journal Article Panel data nowcasting: The case of price–earnings ratios, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2024) (2024)

2021

6. Are Unobservables Separable?
   Papers, arXiv.org View citations (1)
   Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017) View citations (1)
   Working Papers, HAL (2020) View citations (1)
7. Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice
   Papers, arXiv.org View citations (1)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (4)
8. High-Dimensional Granger Causality Tests with an Application to VIX and News
   Papers, arXiv.org View citations (8)
   See also Journal Article High-Dimensional Granger Causality Tests with an Application to VIX and News*, Journal of Financial Econometrics, Oxford University Press (2024) View citations (2) (2024)
9. Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application
   Papers, arXiv.org View citations (4)
   See also Journal Article Machine learning panel data regressions with heavy-tailed dependent data: Theory and application, Journal of Econometrics, Elsevier (2023) View citations (2) (2023)
10. Machine Learning Time Series Regressions With an Application to Nowcasting
    LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (31)
    Also in LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2021) View citations (31)
    Papers, arXiv.org (2020) View citations (15)
    See also Journal Article Machine Learning Time Series Regressions With an Application to Nowcasting, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) View citations (26) (2022)

2020

11. High-dimensional mixed-frequency IV regression
    Papers, arXiv.org View citations (3)
    See also Journal Article High-Dimensional Mixed-Frequency IV Regression, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) (2022)
12. Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models
    Papers, arXiv.org View citations (6)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017) View citations (2)
    See also Journal Article HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS, Econometric Theory, Cambridge University Press (2020) View citations (5) (2020)
13. Isotonic Regression Discontinuity Designs
    Papers, arXiv.org View citations (5)
    See also Journal Article Isotonic regression discontinuity designs, Journal of Econometrics, Elsevier (2023) View citations (2) (2023)

Journal Articles

2024

1. High-Dimensional Granger Causality Tests with an Application to VIX and News*
   Journal of Financial Econometrics, 2024, 22, (3), 605-635 View citations (2)
   See also Working Paper High-Dimensional Granger Causality Tests with an Application to VIX and News, Papers (2021) View citations (8) (2021)
2. Panel data nowcasting: The case of price–earnings ratios
   Journal of Applied Econometrics, 2024, 39, (2), 292-307
   See also Working Paper Panel Data Nowcasting: The Case of Price-Earnings Ratios, Papers (2023) (2023)

2023

3. Isotonic regression discontinuity designs
   Journal of Econometrics, 2023, 234, (2), 371-393 View citations (2)
   See also Working Paper Isotonic Regression Discontinuity Designs, Papers (2020) View citations (5) (2020)
4. Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
   Journal of Econometrics, 2023, 237, (2) View citations (2)
   See also Working Paper Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application, Papers (2021) View citations (4) (2021)

2022

5. High-Dimensional Mixed-Frequency IV Regression
   Journal of Business & Economic Statistics, 2022, 40, (4), 1470-1483
   See also Working Paper High-dimensional mixed-frequency IV regression, Papers (2020) View citations (3) (2020)
6. Machine Learning Time Series Regressions With an Application to Nowcasting
   Journal of Business & Economic Statistics, 2022, 40, (3), 1094-1106 View citations (26)
   See also Working Paper Machine Learning Time Series Regressions With an Application to Nowcasting, LIDAM Discussion Papers LFIN (2021) View citations (31) (2021)

2020

7. HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS
   Econometric Theory, 2020, 36, (4), 658-706 View citations (5)
   See also Working Paper Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models, Papers (2020) View citations (6) (2020)

2019

8. Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty
   Journal of Econometrics, 2019, 212, (1), 47-77 View citations (11)

Chapters

2024

1. Econometrics of machine learning methods in economic forecasting
   Chapter 10 in Handbook of Research Methods and Applications in Macroeconomic Forecasting, 2024, pp 246-273
   See also Working Paper Econometrics of Machine Learning Methods in Economic Forecasting, arXiv.org (2023) (2023)