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Andrii Babii

University of North Carolina at Chapel Hill (from arXiv:2307.02673, 2023) · ORCID · OpenAlex

18 papers in scope · 13 published · 12 on the econ.EM arXiv · 167 citations · h-index 7 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Jonas Striaukas
  2. Éric Ghysels
  3. Ryan T. Ball
  4. Luca Barbaglia
  5. Anna E. C. Simoni
  6. Ines Wilms
  7. Marie Ternes
  8. Stephan Smeekes
  9. Matteo Mogliani
  10. Luigi Longo
  11. Konstantin Boss
  12. Alain Hecq
  13. Alvaro Ortiz
  14. Sarun Kamolthip
  15. Tommaso Tornese
  16. Ingrid Van Keilegom
  17. Marie Corillon
  18. Jad Beyhum
  19. Wolfgang Karl Härdle
  20. Won-Ki Seo

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(14 of 18)

Factor-Augmented Machine Learning Panel Regressions
working paper2026 · arXiv
with Luca Barbaglia, Éric Ghysels, Jonas Striaukas
Paper profile arXiv arXiv:2607.06368
Binary choice under asymmetric loss in a data‐rich environment: Theory and an application to algorithmic fairness
published2026 · Quantitative Economics · 4 citations · first circulated 2020
with Xi Chen, Éric Ghysels, Rohit Kumar
Paper profile Quantitative Economics arXiv:2010.08463
Functional Partial Least-Squares: Adaptive Estimation and Inference
published2025 · Journal of the American Statistical Association · 1 citations · first circulated 2024
with Marine Carrasco, Idriss Tsafack
Paper profile Journal of the American Statistical Association arXiv:2402.11134
Tensor PCA for factor models
published2025 · Journal of Econometrics · 1 citations · first circulated 2022
with Éric Ghysels, Junsu Pan
Paper profile Journal of Econometrics arXiv:2212.12981
IS COMPLETENESS NECESSARY? ESTIMATION IN NONIDENTIFIED LINEAR MODELS
published2025 · Econometric Theory · 7 citations
with Jean-Pierre Florens
Econometric Theory
Econometrics of machine learning methods in economic forecasting
working paper2024 · arXiv · 21 citations · first circulated 2023
with Éric Ghysels, Jonas Striaukas
Paper profile arXiv arXiv:2308.10993
ARE UNOBSERVABLES SEPARABLE?
published2024 · Econometric Theory · 4 citations · first circulated 2017
with Jean-Pierre Florens
Econometric Theory
Nowcasting and Aggregation: Why Small Euro Area Countries Matter
working paper2024 · arXiv
with Luca Barbaglia, Éric Ghysels, Jonas Striaukas
Paper profile arXiv arXiv:2509.24780
Panel data nowcasting: The case of price–earnings ratios
published2023 · Journal of Applied Econometrics · 9 citations · first circulated 2022
with Ryan T. Ball, Éric Ghysels, Jonas Striaukas
Paper profile Journal of Applied Econometrics arXiv:2307.02673
Machine learning panel data regressions with heavy-tailed dependent data: Theory and application
published2022 · Journal of Econometrics · 35 citations · first circulated 2020
with Ryan T. Ball, Éric Ghysels, Jonas Striaukas
Paper profile Journal of Econometrics arXiv:2008.03600
High-Dimensional Granger Causality Tests with an Application to VIX and News
published2022 · Journal of Financial Econometrics · 22 citations · first circulated 2019
with Éric Ghysels, Jonas Striaukas
Paper profile Journal of Financial Econometrics arXiv:1912.06307
Machine Learning Time Series Regressions With an Application to Nowcasting
published2021 · Journal of Business and Economic Statistics · 32 citations · first circulated 2020
with Éric Ghysels, Jonas Striaukas
Paper profile Journal of Business and Economic Statistics arXiv:2005.14057
Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice
working paper2020 · arXiv · 6 citations
with Xi Chen, Éric Ghysels, Rohit Kumar
Paper profile arXiv arXiv:2010.08463
High-Dimensional Mixed-Frequency IV Regression
published2020 · Journal of Business and Economic Statistics · 1 citations
Paper profile Journal of Business and Economic Statistics arXiv:2003.13478
ET INTERVIEW: JEAN-PIERRE FLORENS
published2019 · Econometric Theory
with Éric Ghysels
Econometric Theory
Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty
published2019 · Journal of Econometrics · 19 citations · first circulated 2018
with Xi Chen, Éric Ghysels
Journal of Econometrics
Isotonic Regression Discontinuity Designs
published2019 · Journal of Econometrics · 1 citations
with Rohit Kumar
Paper profile Journal of Econometrics arXiv:1908.05752
Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models
working paper2016 · arXiv · 4 citations
Paper profile arXiv arXiv:1611.03015

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.