Andrii Babii

University of North Carolina at Chapel Hill

Assistant Professor

Gardner Hall, CB 3305

Chapel Hill, NC 27514

United States

SCHOLARLY PAPERS

10

DOWNLOADS

1,073

SSRN CITATIONS
Rank 35,995

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Top 35,995

in Total Papers Citations

14

CROSSREF CITATIONS

8

Scholarly Papers (10)

1.

Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application

Number of pages: 51 Posted: 24 Sep 2020 Last Revised: 23 Nov 2021
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 Louvain FinanceUC Louvain and F.R.S.-FNRS
Downloads 490 (75,921)
Citation 4

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high-dimensional panels, large N and T panels, mixed-frequency data, sparse-group LASSO, fat tails

2.

Machine Learning Time Series Regressions With an Application to Nowcasting

Journal of Business and Economic Statistics (forthcoming)
Number of pages: 54 Posted: 05 Jan 2020 Last Revised: 12 Jul 2021
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and Louvain FinanceUC Louvain and F.R.S.-FNRS
Downloads 262 (152,362)
Citation 4

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

3.

High-Dimensional Granger Causality Tests with an Application to VIX and News

Number of pages: 52 Posted: 24 Jun 2020 Last Revised: 29 Mar 2021
University of North Carolina at Chapel Hill, University of North Carolina Kenan-Flagler Business School and Louvain FinanceUC Louvain and F.R.S.-FNRS
Downloads 116 (306,942)
Citation 2

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

4.

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

Econometric Theory (2020), 36(4)
Number of pages: 60 Posted: 05 May 2017 Last Revised: 02 Mar 2021
Andrii Babii
University of North Carolina at Chapel Hill
Downloads 45 (515,381)
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

5.

High-Dimensional Mixed-Frequency IV Regression

Journal of Business and Economic Statistics, Forthcoming
Number of pages: 42 Posted: 22 May 2020 Last Revised: 25 May 2021
Andrii Babii
University of North Carolina at Chapel Hill
Downloads 41 (534,239)
Citation 2

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Tikhonov regularization, real-time price elasticity, electricity supply, confidence bands, double/debiased machine learning

6.

Is Completeness Necessary? Estimation in Nonidentified Linear Models

Number of pages: 53 Posted: 13 Sep 2017 Last Revised: 10 Nov 2021
Andrii Babii and Jean-Pierre Florens
University of North Carolina at Chapel Hill and University of Toulouse
Downloads 38 (549,067)
Citation 6

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completeness condition, weak identification, nonparametric IV regression, high-dimensional regressions, spectral regularization

7.

Isotonic Regression Discontinuity Designs

Journal of Econometrics, Forthcoming
Number of pages: 52 Posted: 02 Oct 2019 Last Revised: 18 Mar 2021
Andrii Babii and Rohit Kumar
University of North Carolina at Chapel Hill and Indian Statistical Institute, Kolkata
Downloads 37 (554,222)
Citation 1

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

8.

Are Unobservables Separable?

Number of pages: 46 Posted: 04 May 2017 Last Revised: 12 Jul 2021
Andrii Babii and Jean-Pierre Florens
University of North Carolina at Chapel Hill and University of Toulouse
Downloads 27 (611,311)
Citation 1

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unobservables, endogeneity, separability test, Engel curves, heterogeneity in unobservables, distribution of nonparametric IV residuals

9.

Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty

Journal of Econometrics, Vol. 212, No. 1, 2019
Number of pages: 56 Posted: 29 Mar 2021
Andrii Babii, Xi Chen and Eric Ghysels
University of North Carolina at Chapel Hill, University of North Carolina (UNC) at Chapel Hill and University of North Carolina Kenan-Flagler Business School
Downloads 17 (681,455)
Citation 2

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mortgage defaults, commercial and residential mortgages, frailty, GAS model

10.

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

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 (831,574)
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