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Details about Andrii Babii

Homepage:http://ababii.github.io/
Workplace:Department of Economics, University of North Carolina-Chapel-Hill, (more information at EDIRC)

Access statistics for papers by Andrii Babii.

Last updated 2024-03-06. Update your information in the RePEc Author Service.

Short-id: pba1689


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Working Papers

2024

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

2023

  1. Econometrics of Machine Learning Methods in Economic Forecasting
    Papers, arXiv.org Downloads
  2. Panel Data Nowcasting: The Case of Price-Earnings Ratios
    Papers, arXiv.org Downloads
  3. Tensor Principal Component Analysis
    Papers, arXiv.org Downloads

2021

  1. Are Unobservables Separable?
    Papers, arXiv.org Downloads View citations (1)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017) Downloads View citations (1)
    Working Papers, HAL (2020) Downloads View citations (1)
  2. Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice
    Papers, arXiv.org Downloads View citations (1)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) Downloads View citations (4)
  3. High-Dimensional Granger Causality Tests with an Application to VIX and News
    Papers, arXiv.org Downloads View citations (8)
  4. Is completeness necessary? Estimation in nonidentified linear models
    Papers, arXiv.org Downloads View citations (8)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2020) Downloads View citations (9)
  5. Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application
    Papers, arXiv.org Downloads 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) Downloads (2023)
  6. Machine Learning Time Series Regressions With an Application to Nowcasting
    LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN) View citations (27)
    Also in Papers, arXiv.org (2020) Downloads View citations (15)
    LIDAM Discussion Papers LFIN, Université catholique de Louvain, Louvain Finance (LFIN) (2021) Downloads View citations (27)

    See also Journal Article Machine Learning Time Series Regressions With an Application to Nowcasting, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) Downloads View citations (11) (2022)

2020

  1. High-dimensional mixed-frequency IV regression
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article High-Dimensional Mixed-Frequency IV Regression, Journal of Business & Economic Statistics, Taylor & Francis Journals (2022) Downloads (2022)
  2. Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models
    Papers, arXiv.org Downloads View citations (5)
    Also in TSE Working Papers, Toulouse School of Economics (TSE) (2017) Downloads 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) Downloads View citations (4) (2020)
  3. Isotonic Regression Discontinuity Designs
    Papers, arXiv.org Downloads View citations (5)
    See also Journal Article Isotonic regression discontinuity designs, Journal of Econometrics, Elsevier (2023) Downloads (2023)

Journal Articles

2023

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

2022

  1. High-Dimensional Mixed-Frequency IV Regression
    Journal of Business & Economic Statistics, 2022, 40, (4), 1470-1483 Downloads
    See also Working Paper High-dimensional mixed-frequency IV regression, Papers (2020) Downloads View citations (3) (2020)
  2. Machine Learning Time Series Regressions With an Application to Nowcasting
    Journal of Business & Economic Statistics, 2022, 40, (3), 1094-1106 Downloads View citations (11)
    See also Working Paper Machine Learning Time Series Regressions With an Application to Nowcasting, LIDAM Reprints LFIN (2021) View citations (27) (2021)

2020

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

2019

  1. Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty
    Journal of Econometrics, 2019, 212, (1), 47-77 Downloads View citations (10)
 
Page updated 2024-05-18