Faculty

Institution

Unit

Venue

Andrii Babii

Associate Professor

University of North Carolina at Chapel Hill

Affiliations

College of Arts and Sciences

Economics

Andrii Babii is currently serving as a College Of Arts And Sciences Associate Professor at University of North Carolina At Chapel Hill.

Honors

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Experiences

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Education

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Andrii Babii

University of North Carolina at Chapel Hill

Associate Professor

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econometrics statistics machine learning data science economics social science research forecasting financial economics time series financial econometrics business mathematical finance economic research economic analysis empirical finance estimation theory panel data panel data regressions price-earnings ratios panel data nowcasting data-rich environment prediction methods business analytics statistical theory business research economic modelling european integration business forecasting real estate finance frailty causality mathematical economics principal component analysis geometric learning applied social science quantitative social science research feature detection econometric models regression analysis observability economic forecasting timefrequency analysis heavy-tailed dependent data spatial dependence residential mortgage defaults nonidentified linear models nonparametric iv regression honest confidence sets hac-based inference high-dimensional regressions asymmetric loss racial justice binary choice high-dimensional data statistical foundation causal inference statistical inference statistical methodology

Notable Scholarly Works

Notable Federal Grants

Collaborators

Are Unobservables Separable?. Econometric Theory (2024)

Andrii BabiiJean-Pierre Florens

observabilityeconometricseconomicsstatisticseconomic analysiseconomic theory

Econometrics of Machine Learning Methods in Economic Forecasting. Edward Elgar Publishing eBooks (2024)

Andrii BabiiEric GhyselsJonas Striaukas

economic forecastingmachine learningdata scienceeconometrics

Nowcasting and Aggregation: Why Small Euro Area Countries Matter. (2024)

Andrii BabiiLuca BarbagliaEric GhyselsJonas Striaukas

european integrationeconomics

Et Interview: Jean-Pierre Florens. SSRN Electronic Journal (2023)

Andrii BabiiEric Ghysels

social science researchjournalismsocial sciencesjean-pierre florens

Panel Data Nowcasting: The Case of Price–Earnings Ratios. Journal of Applied Econometrics (2023)

Andrii BabiiRyan T. BallEric GhyselsJonas Striaukas

financial economicspanel dataeconometricsfinancial econometricsfinanceempirical financeprice-earnings ratiospanel data nowcastingforecastingasset pricing

Tensor Principal Component Analysis. SSRN Electronic Journal (2023)

Andrii BabiiEric GhyselsJunsu Pan

machine learninginformation scienceprincipal component analysisgeometric learningapplied social sciencesocial sciencesdeep learningcomputational social sciencesocial science researchpattern recognitionquantitative social science researchdata sciencecomputer sciencefeature detection

High-Dimensional Granger Causality Tests With an Application to Vix and News. Journal of Financial Econometrics (2022)

Andrii BabiiEric GhyselsJonas Striaukas

financial economicseconomic researcheconometricsmathematical financecausalityfinancial econometricsfinanceempirical financejournalism

Machine Learning Panel Data Regressions With Heavy-Tailed Dependent Data: Theory and Application. Journal of Econometrics (2022)

Andrii BabiiRyan T. BallEric GhyselsJonas Striaukas

heavy-tailed dependent dataeconometricsstatistical theorypanel data regressionsdata sciencemachine learning

Panel Data Nowcasting in a Data-Rich Environment: The Case of Price-Earnings Ratios. SSRN Electronic Journal (2022)

Andrii BabiiRyan T. BallEric GhyselsJonas Striaukas

panel datadata-rich environmenteconometricssocial sciencesprice-earnings ratiossocial science researchpanel data nowcasting

Binary Choice With Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. RePEc: Research Papers in Economics (2021)

Andrii BabiiXi ChenEric GhyselsRohit Kumar

data-rich environmentasymmetric lossracial justiceeconomicsbinary choiceeconomic theory

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Andrii Babii

Associate Professor

University of North Carolina at Chapel Hill

Affiliations

College of Arts and Sciences

Economics

Andrii Babii is currently serving as a College Of Arts And Sciences Associate Professor at University of North Carolina At Chapel Hill.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Andrii Babii

University of North Carolina at Chapel Hill

Associate Professor

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Are Unobservables Separable?. Econometric Theory (2024)

Andrii BabiiJean-Pierre Florens

observabilityeconometricseconomicsstatisticseconomic analysiseconomic theory

Econometrics of Machine Learning Methods in Economic Forecasting. Edward Elgar Publishing eBooks (2024)

Andrii BabiiEric GhyselsJonas Striaukas

economic forecastingmachine learningdata scienceeconometrics

Nowcasting and Aggregation: Why Small Euro Area Countries Matter. (2024)

Andrii BabiiLuca BarbagliaEric GhyselsJonas Striaukas

european integrationeconomics

Et Interview: Jean-Pierre Florens. SSRN Electronic Journal (2023)

Andrii BabiiEric Ghysels

social science researchjournalismsocial sciencesjean-pierre florens

Panel Data Nowcasting: The Case of Price–Earnings Ratios. Journal of Applied Econometrics (2023)

Andrii BabiiRyan T. BallEric GhyselsJonas Striaukas

financial economicspanel dataeconometricsfinancial econometricsfinanceempirical financeprice-earnings ratiospanel data nowcastingforecastingasset pricing

Tensor Principal Component Analysis. SSRN Electronic Journal (2023)

Andrii BabiiEric GhyselsJunsu Pan

High-Dimensional Granger Causality Tests With an Application to Vix and News. Journal of Financial Econometrics (2022)

Andrii BabiiEric GhyselsJonas Striaukas

financial economicseconomic researcheconometricsmathematical financecausalityfinancial econometricsfinanceempirical financejournalism

Machine Learning Panel Data Regressions With Heavy-Tailed Dependent Data: Theory and Application. Journal of Econometrics (2022)

Andrii BabiiRyan T. BallEric GhyselsJonas Striaukas

heavy-tailed dependent dataeconometricsstatistical theorypanel data regressionsdata sciencemachine learning

Panel Data Nowcasting in a Data-Rich Environment: The Case of Price-Earnings Ratios. SSRN Electronic Journal (2022)

Andrii BabiiRyan T. BallEric GhyselsJonas Striaukas

panel datadata-rich environmenteconometricssocial sciencesprice-earnings ratiossocial science researchpanel data nowcasting

Binary Choice With Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice. RePEc: Research Papers in Economics (2021)

Andrii BabiiXi ChenEric GhyselsRohit Kumar

data-rich environmentasymmetric lossracial justiceeconomicsbinary choiceeconomic theory

1
2
3
10 / page

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Ivan Fernandez-Val

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econometric theory

economic literature

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economic behavior

Bo Honoré

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quantitative management

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