4
H index
2
i10 index
85
Citations
University of North Carolina-Chapel-Hill | 4 H index 2 i10 index 85 Citations RESEARCH PRODUCTION: 8 Articles 20 Papers RESEARCH ACTIVITY: 7 years (2017 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pba1689 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrii Babii. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 3 |
Journal of Business & Economic Statistics | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 13 |
TSE Working Papers / Toulouse School of Economics (TSE) | 3 |
Year | Title of citing document |
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2023 | Performance of Empirical Risk Minimization for Linear Regression with Dependent Data. (2021). Brownlees, Christian ; Gudhmundsson, Gudhmundur Stef'An. In: Papers. RePEc:arx:papers:2104.12127. Full description at Econpapers || Download paper |
2023 | Constrained Classification and Policy Learning. (2021). Tetenov, Aleksey ; Sakaguchi, Shosei ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2106.12886. Full description at Econpapers || Download paper |
2024 | The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810. Full description at Econpapers || Download paper |
2024 | Reservoir 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. Full description at Econpapers || Download paper |
2024 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper |
2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
2023 | Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2024 | Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033. Full description at Econpapers || Download paper |
2024 | Data-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. Full description at Econpapers || Download paper |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper |
2024 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Satellites 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. Full description at Econpapers || Download paper |
2023 | Machine 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. Full description at Econpapers || Download paper |
2024 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Lasso 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Structural 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. Full description at Econpapers || Download paper |
2023 | Time-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. Full description at Econpapers || Download paper |
2023 | The 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. Full description at Econpapers || Download paper |
2023 | Mixed-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. Full description at Econpapers || Download paper |
2023 | Testing 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. Full description at Econpapers || Download paper |
2024 | Words 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. Full description at Econpapers || Download paper |
2023 | Covid-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. Full description at Econpapers || Download paper |
2023 | Forecasting 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.. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Nowcasting 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. Full description at Econpapers || Download paper |
2023 | Consistency, 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. Full description at Econpapers || Download paper |
2024 | News media versus FRED?MD for macroeconomic forecasting. (2022). Thorsrud, Leif Anders ; Larsen, Vegard H ; Ellingsen, Jon. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:1:p:63-81. Full description at Econpapers || Download paper |
2024 | Panel data nowcasting: The case of price–earnings ratios. (2024). Ghysels, Eric ; Ball, Ryan T ; Babii, Andrii ; Striaukas, Jonas. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:292-307. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2021 | Machine Learning Time Series Regressions With an Application to Nowcasting In: LIDAM Discussion Papers LFIN. [Full Text][Citation analysis] | paper | 55 |
2021 | Machine Learning Time Series Regressions With an Application to Nowcasting.(2021) In: LIDAM Reprints LFIN. [Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2020 | Machine Learning Time Series Regressions with an Application to Nowcasting.(2020) In: Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2022 | Machine 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: 55 | article | |
2020 | Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | HONEST 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 | |
2017 | Honest confidence sets in nonparametric IV regression and other ill-posed models.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Are Unobservables Separable? In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Are unobservables separable?.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Are unobservables separable?.(2017) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | Is completeness necessary? Estimation in nonidentified linear models In: Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Is 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 | |
2020 | Isotonic Regression Discontinuity Designs In: Papers. [Full Text][Citation analysis] | paper | 3 |
2023 | Isotonic regression discontinuity designs.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2021 | High-Dimensional Granger Causality Tests with an Application to VIX and News In: Papers. [Full Text][Citation analysis] | paper | 4 |
2024 | High-Dimensional Granger Causality Tests with an Application to VIX and News*.(2024) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2020 | High-dimensional mixed-frequency IV regression In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | High-Dimensional Mixed-Frequency IV Regression.(2022) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2021 | Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application In: Papers. [Full Text][Citation analysis] | paper | 4 |
2023 | Machine 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 | |
2021 | Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice In: Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice.(2020) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Tensor Principal Component Analysis In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Panel Data Nowcasting: The Case of Price-Earnings Ratios In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Panel data nowcasting: The case of price–earnings ratios.(2024) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Functional Partial Least-Squares: Optimal Rates and Adaptation In: Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty In: Journal of Econometrics. [Full Text][Citation analysis] | article | 10 |
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