Andrii Babii
Associate Professor
Economics Department
University of North Carolina at Chapel Hill
News
Editorial Roles
I am serving as an Associate Editor for Journal of Applied Econometrics and Econometric Reviews.
Recent Publications
- • Functional partial least-squares: adaptive estimation and inference, with Marine Carrasco and Idriss Tsafack, Journal of the American Statistical Association, 2025.
- • Tensor PCA for factor models, with Eric Ghysels and Junsu Pan, Journal of Econometrics, 2025.
Working Papers
- • Regularized estimation of semiparametric mixtures, with Marine Carrasco and Xiaohong Chen, 2025 (in progress).
- • Binary choice with asymmetric loss in a data-rich environment: theory and an application to algorithmic fairness, with Xi Chen, Eric Ghysels, and Rohit Kumar, 2025, conditionally accepted at Quantitative Economics. slides IAAE Webinar
- • Nowcasting and aggregation: why small Euro area countries matter, with Luca Barbaglia, Eric Ghysels, and Jonas Striaukas, 2025, reject and resubmit at Journal of Business & Economic Statistics.
Research
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14. Functional partial least-squares: adaptive estimation and inference, with Marine Carrasco and Idriss Tsafack, Journal of the American Statistical Association, 2025 (forthcoming). Data & Code Python package
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13. Tensor PCA for factor models, with Eric Ghysels and Junsu Pan, Journal of Econometrics, 2025 (forthcoming). Python package
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12. Is completeness necessary? Estimation in nonidentified linear models, with Jean-Pierre Florens, Econometric Theory, 2025 (forthcoming).
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11. Are unobservables separable?, with Jean-Pierre Florens, Econometric Theory, 2025, 41(3), 551–583. slides
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10. Econometrics of machine learning methods in economic forecasting, with Eric Ghysels and Jonas Striaukas, Handbook of Research Methods and Applications on Macroeconomic Forecasting, 2024.
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9. Panel data nowcasting in a data-rich environment: the case of price-earnings ratios, with Ryan T. Ball, Eric Ghysels, and Jonas Striaukas, Journal of Applied Econometrics, 2024, 39(2).
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8. High-dimensional Granger causality tests with an application to VIX and news, with Eric Ghysels and Jonas Striaukas, Journal of Financial Econometrics, 2024, 22(3). slides
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7. Isotonic regression discontinuity designs, with Rohit Kumar, Journal of Econometrics, 2023, 234(2). slides
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6. Machine learning panel data regressions with heavy-tailed dependent data: theory and application, with Ryan T. Ball, Eric Ghysels, and Jonas Striaukas, Journal of Econometrics, 2023, 237(2). R package
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5. High-dimensional mixed-frequency IV regression, Journal of Business & Economic Statistics, 2022, 40(4).
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4. Machine learning time series regressions with an application to nowcasting, with Eric Ghysels and Jonas Striaukas, Journal of Business & Economic Statistics, 2022, 40(3). slides R package Julia package
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3. Honest confidence sets in nonparametric IV regression and other ill-posed models, Econometric Theory, 2020, 36(4). slides
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2. ET interview: Jean-Pierre Florens, with Eric Ghysels, Econometric Theory, 2020, 36(3).
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1. Commercial and residential mortgage defaults: spatial dependence with frailty, with Xi Chen and Eric Ghysels, Journal of Econometrics, 2019, 212(1).
Teaching
ECON 771: Advanced Econometrics
PhD-level course covering advanced topics in econometric theory and applications.
ECON 573: Machine Learning for Economists
Undergraduate course introducing machine learning methods and their applications in economics.
Academic Genealogy: Jean-Pierre Florens (1980) - Jean-Pierre Raoult (1969) - Daniel Dugué (1937) - Georges Darmois (1921) - Édouard Goursat (1881) - Gaston Darboux (1866) - Michel Chasles (1814) - Siméon Denis Poisson (1800) - Pierre-Simon Laplace (1769) and Joseph Louis Lagrange (1754) - Leonhard Euler (1726) - Johann Bernoulli (1694) - Jacob Bernoulli (1676)