Andrii Babii : Citation Profile

Are you Andrii Babii?

University of North Carolina-Chapel-Hill

4

H index

2

i10 index

87

Citations

RESEARCH PRODUCTION:

8

Articles

20

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 12
   Journals where Andrii Babii has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 17 (16.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1689
   Updated: 2024-11-08    RAS profile: 2024-10-27    
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Relations with other researchers

Works with:

Striaukas, Jonas (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrii Babii.

Is cited by:

Lucas, Andre (5)

Barbaglia, Luca (3)

Medeiros, Marcelo (3)

Wilms, Ines (3)

Carstensen, Kai (2)

Ortiz, Alvaro (2)

Kamolthip, Sarun (2)

Sasaki, Yuya (2)

Sokullu, Senay (2)

Aastveit, Knut Are (2)

Botosaru, Irene (2)

Cites to:

Chernozhukov, Victor (23)

Carrasco, Marine (20)

Hansen, Christian (14)

Rossi, Barbara (12)

Valkanov, Rossen (10)

Imbens, Guido (9)

Elliott, Graham (9)

Santa-Clara, Pedro (8)

Athey, Susan (8)

Newey, Whitney (7)

Giannone, Domenico (7)

Main data

Where Andrii Babii has published?

Journals with more than one article published# docs
Journal of Econometrics3
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org13
TSE Working Papers / Toulouse School of Economics (TSE)3

Recent works citing Andrii Babii (2024 and 2023)

YearTitle of citing document
2023Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127.

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2023Constrained Classification and Policy Learning. (2021). Tetenov, Aleksey ; Sakaguchi, Shosei ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2106.12886.

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2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2024On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

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2023Nowcasting with signature methods. (2023). Mantoan, Giulia ; Malpass, Will ; Lui, Silvia ; Cohen, Samuel N ; Yang, Lingyi ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Nesheim, Lars. In: Papers. RePEc:arx:papers:2305.10256.

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2024Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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2024Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions. (2024). Sorensen, Jesper Riis-Vestergaard ; Pedersen, Rasmus Sondergaard ; Kock, Anders Bredahl. In: Papers. RePEc:arx:papers:2403.06657.

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2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2023Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks. (2023). Meunier, Baptiste ; Baptiste, Meunier ; Benjamin, Lietti ; Jean-Charles, Bricongne ; Simon, Ben Arous ; Alexandre, Aspremont. In: Working papers. RePEc:bfr:banfra:916.

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2023Machine learning advances for time series forecasting. (2023). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:76-111.

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2024Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930.

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2023Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000160.

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2023Lasso inference for high-dimensional time series. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1114-1143.

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2023A functional estimation approach to the first-price auction models. (2023). Sbai, Erwann ; Florens, Jean-Pierre ; Enache, Andreea. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1564-1588.

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2023Structural VAR models in the Frequency Domain. (2023). Pelgrin, Florian ; Guay, Alain. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001604.

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2023Time-varying forecast combination for high-dimensional data. (2023). Maung, Kenwin ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623000556.

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2023The Cohort Shapley value to measure fairness in financing small and medium enterprises in the UK. (2023). Calabrese, Raffaella ; Lu, Xuefei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009145.

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2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data. (2023). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1122-1144.

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2023Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563.

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2024Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761.

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2023Covid-19, credit risk management modeling, and government support. (2023). Telg, Sean ; Lucas, Andre ; Dubinova, Anna. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:147:y:2023:i:c:s0378426622002187.

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2023Forecasting Loan Default in Europe with Machine Learning*. (2023). Tosetti, Elisa ; Manzan, Sebastiano ; Barbaglia, Luca. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:2:p:569-596..

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2023Forecasting GDP with many predictors in a small open economy: forecast or information pooling?. (2023). Han, Daniel ; Fei, Yijie ; Chow, Hwee Kwan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02356-9.

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2023Nowcasting India’s Quarterly GDP Growth: A Factor-Augmented Time-Varying Coefficient Regression Model (FA-TVCRM). (2023). Mundle, Sudipto ; Bhandari, Bornali ; Bhattacharya, Rudrani. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00335-6.

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2023Consistency, distributional convergence, and optimality of score-driven filters. (2023). Lucas, Andre ; Lin, Yicong ; Beutner, Eric A. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230051.

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Works by Andrii Babii:

YearTitleTypeCited
2021Machine Learning Time Series Regressions With an Application to Nowcasting In: LIDAM Discussion Papers LFIN.
[Full Text][Citation analysis]		paper57
2021Machine Learning Time Series Regressions With an Application to Nowcasting.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 57		paper
2020Machine Learning Time Series Regressions with an Application to Nowcasting.(2020) In: Papers.
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This paper has nother version. Agregated cites: 57		paper
2022Machine Learning Time Series Regressions With an Application to Nowcasting.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 57		article
2020Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models In: Papers.
[Full Text][Citation analysis]		paper2
2020HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS.(2020) In: Econometric Theory.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017Honest confidence sets in nonparametric IV regression and other ill-posed models.(2017) In: TSE Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2021Are Unobservables Separable? In: Papers.
[Full Text][Citation analysis]		paper0
2020Are unobservables separable?.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2017Are unobservables separable?.(2017) In: TSE Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2021Is completeness necessary? Estimation in nonidentified linear models In: Papers.
[Full Text][Citation analysis]		paper4
2020Is completeness necessary? Estimation in nonidentified linear models.(2020) In: TSE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Isotonic Regression Discontinuity Designs In: Papers.
[Full Text][Citation analysis]		paper3
2023Isotonic regression discontinuity designs.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021High-Dimensional Granger Causality Tests with an Application to VIX and News In: Papers.
[Full Text][Citation analysis]		paper4
2024High-Dimensional Granger Causality Tests with an Application to VIX and News*.(2024) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 4		article
2020High-dimensional mixed-frequency IV regression In: Papers.
[Full Text][Citation analysis]		paper0
2022High-Dimensional Mixed-Frequency IV Regression.(2022) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 0		article
2021Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application In: Papers.
[Full Text][Citation analysis]		paper4
2023Machine learning panel data regressions with heavy-tailed dependent data: Theory and application.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2021Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice In: Papers.
[Full Text][Citation analysis]		paper3
2020Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 3		paper
2023Tensor Principal Component Analysis In: Papers.
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2023Panel Data Nowcasting: The Case of Price-Earnings Ratios In: Papers.
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2024Panel data nowcasting: The case of price–earnings ratios.(2024) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 0		article
2023Econometrics of Machine Learning Methods in Economic Forecasting In: Papers.
[Full Text][Citation analysis]		paper0
2024Functional Partial Least-Squares: Optimal Rates and Adaptation In: Papers.
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2019Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty In: Journal of Econometrics.
[Full Text][Citation analysis]		article10

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