Andrii Babii

University of North Carolina at Chapel Hill

Assistant Professor

Gardner Hall, CB 3305

Chapel Hill, NC 27514

United States

SCHOLARLY PAPERS

9

DOWNLOADS

384

SSRN CITATIONS
Rank 44,132

SSRN RANKINGS

Top 44,132

in Total Papers Citations

8

CROSSREF CITATIONS

7

Scholarly Papers (9)

1.

Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios

Number of pages: 42 Posted: 24 Sep 2020 Last Revised: 05 Oct 2020
University of North Carolina at Chapel Hill, The Stephen M. Ross School of Business at the University of Michigan, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
Downloads 136 (242,984)
Citation 4

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corporate earnings, nowcasting, high-dimensional panels, mixed frequency data, text data, sparse-group LASSO, heavy-tailed t-mixing processes, Fuk-Nagaev inequality

2.

Machine Learning Time Series Regressions With an Application to Nowcasting

Number of pages: 51 Posted: 05 Jan 2020 Last Revised: 13 Dec 2020
Andrii Babii, Eric Ghysels and Jonas Striaukas
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
Downloads 131 (250,268)
Citation 1

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high-dimensional time series, heavy-tails, tau-mixing, sparse-group LASSO, mixed frequency data, textual news data

3.

Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models

Number of pages: 60 Posted: 05 May 2017 Last Revised: 20 Dec 2020
Andrii Babii
University of North Carolina at Chapel Hill
Downloads 30 (532,613)
Citation 5

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nonparametric instrumental regression, functional linear regression, density deconvolution, honest uniform confidence sets, non-asymptotic inference, ill-posed models, Tikhonov regularization

4.

Inference for High-Dimensional Regressions With Heteroskedasticity and Auto-correlation

Number of pages: 38 Posted: 24 Jun 2020 Last Revised: 05 Oct 2020
Andrii Babii, Eric Ghysels and Jonas Striaukas
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and UC Louvain and F.R.S.-FNRS
Downloads 27 (549,650)
Citation 1

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HAC Estimator, Sparse-Group LASSO, High-Dimensional Time Series, Inference for Groups, Fuk-Nagaev Inequality, τ-Dependent Sequences

5.

High-Dimensional Mixed-Frequency IV Regression

Number of pages: 32 Posted: 22 May 2020
Andrii Babii
University of North Carolina at Chapel Hill
Downloads 18 (607,598)
Citation 2

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high-dimensional IV regression, mixed-frequency data, identification, Tikhonov regularization, continuum of moment conditions, real-time price elasticities

6.

Isotonic Regression Discontinuity Designs

Number of pages: 52 Posted: 02 Oct 2019 Last Revised: 04 Jan 2021
Andrii Babii and Rohit Kumar
University of North Carolina at Chapel Hill and Indian Statistical Institute, Kolkata
Downloads 18 (607,598)
Citation 1

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regression discontinuity designs, shape constraints, monotonicity, isotonic regression, boundary point, wild bootstrap

7.

Is Completeness Necessary? Estimation in Nonidentified Linear Models

Number of pages: 45 Posted: 13 Sep 2017 Last Revised: 05 Oct 2020
Andrii Babii and Jean-Pierre Florens
University of North Carolina at Chapel Hill and University of Toulouse
Downloads 16 (620,957)
Citation 4

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Completeness, Nonparametric IV Regression, Functional IV Regression, Non-Identified Models

8.

Are Unobservables Separable?

Number of pages: 41 Posted: 04 May 2017 Last Revised: 05 Oct 2020
Andrii Babii and Jean-Pierre Florens
University of North Carolina at Chapel Hill and University of Toulouse
Downloads 8 (678,442)

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unobservables, endogeneity, separability test, nonparametric IV regression, nonparametric IV residuals, Engel curves

9.

Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice

CEPR Discussion Paper No. DP15418
Number of pages: 72 Posted: 03 Nov 2020
Andrii Babii, Eric Ghysels, Xi Chen and rohit kumar
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School, University of North Carolina (UNC) at Chapel Hill and affiliation not provided to SSRN
Downloads 0 (755,553)
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