Andrii Babii : Citation Profile

University of North Carolina-Chapel-Hill

5

H index

3

i10 index

139

Citations

RESEARCH PRODUCTION:

9

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 17
   Journals where Andrii Babii has often published
   Relations with other researchers
   Recent citing documents: 66.    Total self citations: 17 (10.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1689
   Updated: 2025-12-20    RAS profile: 2025-11-12    
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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:

Stevanovic, Dalibor (6)

Marcellino, Massimiliano (6)

Lucas, Andre (5)

Hecq, Alain (4)

Meunier, Baptiste (4)

bricongne, jean-charles (3)

Medeiros, Marcelo (3)

Phillips, Peter (3)

Barbaglia, Luca (3)

Sasaki, Yuya (3)

Ortiz, Alvaro (3)

Cites to:

Chernozhukov, Victor (24)

Carrasco, Marine (20)

Hansen, Christian (15)

Elliott, Graham (13)

Rossi, Barbara (12)

Athey, Susan (12)

Imbens, Guido (12)

Valkanov, Rossen (10)

Santa-Clara, Pedro (8)

Chen, Xiaohong (8)

Newey, Whitney (7)

Main data

Where Andrii Babii has published?

Journals with more than one article published# docs
Journal of Econometrics3
Econometric Theory2
Journal of Business & Economic Statistics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org14
TSE Working Papers / Toulouse School of Economics (TSE)3

Recent works citing Andrii Babii (2025 and 2024)

YearTitle of citing document
2024The boosted HP filter is more general than you might think. (2024). Shi, Zhentao ; Phillips, Peter ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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

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

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2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2024). Wilms, Ines ; Hecq, Alain ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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

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

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

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2025Robust Estimation and Inference for High-Dimensional Panel Data Models. (2025). GAO, Jiti ; Yan, Yayi ; Peng, Bin. In: Papers. RePEc:arx:papers:2405.07420.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2025A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios. (2024). Sigrist, Fabio ; Kundig, Pascal. In: Papers. RePEc:arx:papers:2410.02846.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2024Sparse Interval-valued Time Series Modeling with Machine Learning. (2024). Wang, Shouyang ; Sun, Yuying ; Hong, Yongmiao ; Bao, Haowen. In: Papers. RePEc:arx:papers:2411.09452.

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2025On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs. (2024). Okamoto, Yuta ; Ozaki, Yuuki. In: Papers. RePEc:arx:papers:2412.04265.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025High-dimensional censored MIDAS logistic regression for corporate survival forecasting. (2025). van Keilegom, Ingrid ; Striaukas, Jonas ; Beyhum, Jad ; Miao, Wei. In: Papers. RePEc:arx:papers:2502.09740.

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2025Modifying Final Splits of Classification Tree for Fine-tuning Subpopulation Target in Policy Making. (2025). Jiao, Zhenbang ; Wang, Lei Bill. In: Papers. RePEc:arx:papers:2502.15072.

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2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

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2025Functional Factor Regression with an Application to Electricity Price Curve Modeling. (2025). Winter, Luis ; Otto, Sven. In: Papers. RePEc:arx:papers:2503.12611.

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2025Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity. (2025). Chen, Kaicheng. In: Papers. RePEc:arx:papers:2504.18772.

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2025A Bayesian Gaussian Process Dynamic Factor Model. (2025). Pfarrhofer, Michael ; Chernis, Tony ; Hauzenberger, Niko ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2509.04928.

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2025Functional Regression with Nonstationarity and Error Contamination: Application to the Economic Impact of Climate Change. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2509.08591.

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2025Dynamic Factor Analysis of Price Movements in the Philippine Stock Exchange. (2025). Dominic, Len Patrick ; Lim, Brian Godwin ; Dayta, Dominic ; Tiu, Benedict Ryan ; Tan, Renzo Roel ; Ikeda, Kazushi. In: Papers. RePEc:arx:papers:2510.15938.

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2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: Working Papers. RePEc:bbh:wpaper:25-04.

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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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2024CLARA and CARLSON: Combination of Ensemble and Neural Network Machine Learning Methods for GDP Forecasting. (2024). Bozhechkova, Alexandra ; Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:3:p:45-69.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2025Panel Machine Learning with Mixed-Frequency Data: Monitoring State-Level Fiscal Variables. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-15.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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

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2025Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases. (2025). de Bondt, Gabe ; Sun, Yiqiao. In: Working Paper Series. RePEc:ecb:ecbwps:20253063.

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2025Forecast by mixed-frequency dynamic panel model. (2025). Hu, Mingming ; Chen, Yuxiu ; Liu, Han. In: Annals of Tourism Research. RePEc:eee:anture:v:110:y:2025:i:c:s0160738324001646.

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2024On LASSO for high dimensional predictive regression. (2024). Mei, Ziwei ; Shi, Zhentao. In: Journal of Econometrics. RePEc:eee:econom:v:242:y:2024:i:2:s0304407624001556.

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2024Testing for sparse idiosyncratic components in factor-augmented regression models. (2024). Striaukas, Jonas ; Beyhum, Jad. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001908.

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2024On uniform confidence intervals for the tail index and the extreme quantile. (2024). Sasaki, Yuya ; Wang, Yulong. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624002100.

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2024GLS under monotone heteroskedasticity. (2024). Arai, Yoichi ; Otsu, Taisuke ; Xu, Mengshan. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002501.

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2025Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2025). Meunier, Baptiste ; Lietti, Benjamin ; bricongne, jean-charles ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002744.

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2024Dynamic portfolio selection with sector-specific regularization. (2024). Wang, Linqi ; Hafner, Christian M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:17-33.

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2024Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach. (2024). Sun, Chuanping. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400032x.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2025Asymmetric uncertainty: Nowcasting using skewness in real-time data. (2025). Labonne, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:229-250.

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2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

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2025Information loss from perception alignment. (2025). Dalko, Viktoria ; Ardakani, Omid M ; Shim, Hyeeun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024008220.

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2024GLS under monotone heteroskedasticity. (2024). Arai, Yoichi ; Otsu, Taisuke ; Xu, Mengshan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125941.

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2025Fintech Innovations in Banking: Fintech Partnership and Default Rate on Bank Loans. (2025). Jagtiani, Julapa ; Goldstein, Brandon ; Lemieux, Catharine. In: Working Papers. RePEc:fip:fedpwp:101251.

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2025Nowcasting Perus GDP with Machine Learning Methods. (2025). Tang, Juan ; Flores Audante, Jairo ; Ruelas-Huanca, Walter ; Gonzaga, Bruno. In: IHEID Working Papers. RePEc:gii:giihei:heidwp01-2025.

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2024Satellites turn “concrete”: Tracking cement with satellite data and neural networks. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Lietti, Benjamin ; ben Arous, Simon ; D'Aspremont, Alexandre. In: Post-Print. RePEc:hal:journl:hal-05104995.

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2024Monitoring time-varying systemic risk in sovereign debt and currency markets with generative AI. (2024). Uribe, Jorge ; Chuliá, Helena ; Khalili, Sabuhi ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202402.

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2025Brazilian Selic Rate Forecasting with Deep Neural Networks. (2025). Moreira, Rodrigo ; Rodrigues, Larissa Ferreira ; Silva, Flvio Oliveira. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:3:d:10.1007_s10614-024-10597-2.

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2025The endogeneity of profitability and investment. (2025). Chinloy, Peter ; Imes, Matthew. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01357-2.

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2024Measuring News Sentiment of Korea Using Transformer. (2024). Lee, Young Hwan ; Cho, Hyungbae ; Seo, Beomseok. In: Korean Economic Review. RePEc:kea:keappr:ker-20240101-40-1-05.

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2024Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression*. (2024). Raftapostolos, Aristeidis ; Kapetanios, George ; Chronopoulos, Ilias. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:3:p:636-669..

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2024Benchmarking econometric and machine learning methodologies in nowcasting GDP. (2024). Hopp, Daniel. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02515-6.

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2025Piecewise monotone estimation in one-parameter exponential families. (2025). Miyatake, Yuto ; Matsuda, Takeru. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01697-8.

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2024Partly linear instrumental variables regressions without smoothing on the instruments. (2024). Lapenta, Elia ; Florens, Jean-Pierre. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:33:y:2024:i:3:d:10.1007_s11749-024-00931-z.

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2024Influential assets in Large-Scale Vector AutoRegressive Models. (2024). Trimborn, Simon ; Zhang, Kexin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240080.

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2025Exact Mixed-Frequency Data Sampling (eMIDAS). (2025). Quinlan, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0157.

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2024Heterogeneity and dynamics in network models. (2024). Lucas, Andre ; Zhang, Xingmin ; D'Innocenzo, Enzo ; Opschoor, Anne. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:150-173.

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2024Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

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2024Nowcasting Norwegian household consumption with debit card transaction data. (2024). Aastveit, Knut Are ; Fastb, Tuva Marie ; Granziera, Eleonora ; Paulsen, Kenneth Sterhagen ; Torstensen, Kjersti Nss. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1220-1244.

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2024The boosted Hodrick‐Prescott filter is more general than you might think. (2024). Phillips, Peter ; Mei, Ziwei ; Shi, Zhentao. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1260-1281.

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2024Big data financial transactions and GDP nowcasting: The case of Turkey. (2024). Ortiz, Alvaro ; Yazgan, Ege ; Isa, Berk Orkun ; Soybilgen, Baris ; Barlas, Ali B ; Rodrigo, Tomasa ; Mert, Seda Guler. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:227-248.

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2025Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach. (2025). Luo, Shunfei ; Cao, Yan ; Zhuo, Xingxuan. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:459-473.

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2025Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2025). Hecq, Alain ; Ternes, Marie ; Wilms, Ines. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1946-1968.

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Works by Andrii Babii:

YearTitleTypeCited
2021Machine Learning Time Series Regressions With an Application to Nowcasting In: LIDAM Discussion Papers LFIN.
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2021Machine Learning Time Series Regressions With an Application to Nowcasting.(2021) In: LIDAM Reprints LFIN.
[Citation analysis]
This paper has nother version. Agregated cites: 84		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: 84		paper
2022Machine Learning Time Series Regressions With an Application to Nowcasting.(2022) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 84		article
2020Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models In: Papers.
[Full Text][Citation analysis]		paper4
2020HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS.(2020) In: Econometric Theory.
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This paper has nother version. Agregated cites: 4		article
2017Honest 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: 4		paper
2021Are Unobservables Separable? In: Papers.
[Full Text][Citation analysis]		paper0
2025ARE UNOBSERVABLES SEPARABLE?.(2025) In: Econometric Theory.
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This paper has nother version. Agregated cites: 0		article
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
2025Is completeness necessary? Estimation in nonidentified linear models In: Papers.
[Full Text][Citation analysis]		paper5
2020Is completeness necessary? Estimation in nonidentified linear models.(2020) In: TSE Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2020Isotonic Regression Discontinuity Designs In: Papers.
[Full Text][Citation analysis]		paper7
2023Isotonic regression discontinuity designs.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7		article
2021High-Dimensional Granger Causality Tests with an Application to VIX and News In: Papers.
[Full Text][Citation analysis]		paper7
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: 7		article
2020High-dimensional mixed-frequency IV regression In: Papers.
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2022High-Dimensional Mixed-Frequency IV Regression.(2022) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 2		article
2021Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application In: Papers.
[Full Text][Citation analysis]		paper10
2023Machine learning panel data regressions with heavy-tailed dependent data: Theory and application.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 10		article
2025Binary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness In: Papers.
[Full Text][Citation analysis]		paper1
2025Tensor PCA for Factor Models In: Papers.
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2023Panel Data Nowcasting: The Case of Price-Earnings Ratios In: Papers.
[Full Text][Citation analysis]		paper4
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: 4		article
2023Econometrics of Machine Learning Methods in Economic Forecasting In: Papers.
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2024Econometrics of machine learning methods in economic forecasting.(2024) In: Chapters.
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This paper has nother version. Agregated cites: 0		chapter
2025Functional Partial Least-Squares: Adaptive Estimation and Inference In: Papers.
[Full Text][Citation analysis]		paper0
2025Nowcasting and aggregation: Why small Euro area countries matter In: Papers.
[Full Text][Citation analysis]		paper0
2020Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2019Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty In: Journal of Econometrics.
[Full Text][Citation analysis]		article11

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