Andrii Babii : Citation Profile

University of North Carolina-Chapel-Hill

6

H index

4

i10 index

168

Citations

RESEARCH PRODUCTION:

9

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   8 years (2017 - 2025). See details.
   Cites by year: 21
   Journals where Andrii Babii has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 17 (9.19 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1689
   Updated: 2026-09-26    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 (7)

Lucas, Andre (6)

Marcellino, Massimiliano (6)

Meunier, Baptiste (4)

Hecq, Alain (4)

Sasaki, Yuya (4)

Phillips, Peter (3)

bricongne, jean-charles (3)

Medeiros, Marcelo (3)

Wilms, Ines (3)

Yazgan, Ege (3)

Cites to:

Chernozhukov, Victor (24)

Carrasco, Marine (20)

Hansen, Christian (15)

Elliott, Graham (13)

Imbens, Guido (12)

Rossi, Barbara (12)

Athey, Susan (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
2026How Economic News Drives Implied Volatility in Agricultural Commodity Markets. (2026). Mishra, Ashok ; Manfredo, Mark ; Yan, Hongqiang. In: 3rd ASEAN University Symposium for Sustainable Food Systems, Faculty of Agriculture, Chiang Mai University, Thailand, May 21-22, 2026. RePEc:ags:asea26:404810.

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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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2025Nowcasting with signature methods. (2023). de Paula, Aureo ; Cohen, Samuel N ; Yang, Lingyi ; Nesheim, Lars ; Mantoan, Giulia ; Small, Emma ; Scott, Craig ; Reeves, Andrew ; Malpass, Will ; Lui, Silvia. In: Papers. RePEc:arx:papers:2305.10256.

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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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2025Testing the Fairness-Accuracy Improvability of Algorithms. (2025). Tabord-Meehan, Max ; Okumura, Kyohei ; Auerbach, Eric ; Liang, Annie. In: Papers. RePEc:arx:papers:2405.04816.

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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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2026Econometric 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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2026Inference 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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2026High-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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2026Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2025Integration of LSTM Networks in Random Forest Algorithms for Stock Market Trading Predictions. (2025). King, Juan C ; Amigo, Jose M. In: Papers. RePEc:arx:papers:2512.02036.

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2026Modewise Additive Factor Model for Matrix Time Series. (2026). Han, Yuefeng ; Xu, KE ; Li, Jiayu ; Chen, Elynn. In: Papers. RePEc:arx:papers:2512.25025.

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2026Average Marginal Effects in One-Step Partially Linear Instrumental Regressions. (2026). Lapenta, Elia ; Girard, Lucas. In: Papers. RePEc:arx:papers:2604.11393.

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2026Root-$n$ Asymptotically Normal Maximum Score Estimation. (2026). Sasaki, Yuya ; Wan, Yuanyuan ; Liu, Yanbo. In: Papers. RePEc:arx:papers:2604.13399.

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2026Factor-Augmented Machine Learning Panel Regressions. (2026). Barbaglia, Luca ; Babii, Andrii ; Striaukas, Jonas ; Ghysels, Eric. In: Papers. RePEc:arx:papers:2607.06368.

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2026Inflation Dynamics and Forecasting Performance in Developing Economies: A Cross-Country MIDAS Analysis. (2026). Ul, Tanweer ; Zafar, Zakia. In: Journal of Economic Sciences. RePEc:azm:journl:v:5:y:2026:i:1:p:127-148.

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2026Direct Gaussian Process Predictive Regressions with Mixed Frequency Data. (2026). Massimiliano, Niko Hauzenberger. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26265.

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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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2026A spectral framework for non-gaussian SVARs. (2026). Stevanovic, Dalibor ; Guay, Alain. In: CIRANO Working Papers. RePEc:cir:cirwor:2026s-02.

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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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2025A correlation-robust shrinkage estimator: Oracle inequality and an application on out-of-sample factor selection. (2025). Sun, Chuanping. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003179.

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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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2026Quantile approach to intertemporal consumption with multiple assets. (2026). Galvao, Antonio ; de Castro, Luciano ; Ota, Hirofumi. In: Journal of Econometrics. RePEc:eee:econom:v:253:y:2026:i:c:s0304407625002143.

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2026Diffusion index forecasting with tensor data. (2026). Yu, Qiyang ; Han, Yuefeng ; Chen, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pb:s0304407626000254.

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2026Convolution-t distributions. (2026). Hansen, Peter ; Tong, Chen. In: Journal of Econometrics. RePEc:eee:econom:v:254:y:2026:i:pb:s0304407626000333.

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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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2026A spatio-temporal machine learning model for mortgage credit risk: Default probabilities and loan portfolios. (2026). Sigrist, Fabio ; Kndig, Pascal. In: European Journal of Operational Research. RePEc:eee:ejores:v:331:y:2026:i:3:p:1022-1041.

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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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2025Predicting risk premiums: A constraint-based model. (2025). Qu, Yong ; Yuan, Ying ; Wang, Tianyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000696.

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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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2025Econometric forecasting using ubiquitous news text: Text-enhanced factor model. (2025). Seo, Beomseok. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1055-1072.

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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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2026Macroeconomic Forecasting Using Machine Learning Methods: An Application to Uzbekistan. (2026). Abdurakhmonov, Abdukakhkhor. In: IHEID Working Papers. RePEc:gii:giihei:heidwp19-2026.

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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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2025Designing a Nowcasting Model for GDP Growth: A Practical Approach. (2025). van Rooijen, Mick ; de Winter, Jasper M ; van Dijk, Dorinth W. In: De Economist. RePEc:kap:decono:v:173:y:2025:i:4:d:10.1007_s10645-025-09462-w.

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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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2026On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs. (2026). Ozaki, Yuuki ; Okamoto, Yuta. In: Discussion Paper Series. RePEc:kob:dpaper:dp2026-20.

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2025Dual Interpretation of Machine Learning Forecasts (Philippe Goulet Coulombe, Maximilian Göbel, Karin Klieber). (2025). Klieber, Karin ; Coulombe, Philippe Goulet ; Gbel, Maximilian. In: Working Papers. RePEc:onb:oenbwp:265.

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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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2026Dynamic factor analysis of price movements in the Philippine Stock Exchange. (2026). Ikeda, Kazushi ; Dayta, Dominic ; Lim, Brian Godwin ; Tiu, Benedict Ryan ; Tan, Renzo Roel ; Dominic, Len Patrick. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00807-7.

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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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2025An Investigation into the Prediction Success of Different Regression-Based Models for Monthly Streamflow Prediction in an Ungauged Watershed. (2025). Nadir, Marouf ; Jaafari, Abolfazl ; Amer, Zeghmar ; Eddine, Yahi Takai. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:39:y:2025:i:14:d:10.1007_s11269-025-04304-5.

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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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2025Testing for the Absence of Score-Driven Parameter Dynamics. (2025). Lucas, Andre ; Lin, Yicong. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250063.

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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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2025Measuring Real‐Time Economic Condition With Economic Narratives. (2025). Jiang, Fuwei ; Xue, Bowen ; Meng, Lingchao ; Li, Kunpeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:11:p:2186-2207.

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2026The Effect of Economic and Social Indicators on Money Laundering Attractiveness: The Complementary Role of Institutional Governance. (2026). Siddiqui, Danish Ahmed ; Khan, Wahaj Ahmed. In: EconStor Preprints. RePEc:zbw:esprep:341067.

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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.
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2020Machine Learning Time Series Regressions with an Application to Nowcasting.(2020) In: Papers.
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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: 96		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.
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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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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]		paper10
2023Isotonic regression discontinuity designs.(2023) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 10		article
2021High-Dimensional Granger Causality Tests with an Application to VIX and News In: Papers.
[Full Text][Citation analysis]		paper9
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: 9		article
2020High-dimensional mixed-frequency IV regression In: Papers.
[Full Text][Citation analysis]		paper3
2022High-Dimensional Mixed-Frequency IV Regression.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application In: Papers.
[Full Text][Citation analysis]		paper11
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: 11		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.
[Full Text][Citation analysis]		paper3
2023Panel Data Nowcasting: The Case of Price-Earnings Ratios In: Papers.
[Full Text][Citation analysis]		paper6
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: 6		article
2023Econometrics of Machine Learning Methods in Economic Forecasting In: Papers.
[Full Text][Citation analysis]		paper0
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]		paper7
2019Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty In: Journal of Econometrics.
[Full Text][Citation analysis]		article13

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