| Machine learning time series regressions with an application to nowcasting A Babii, E Ghysels, J Striaukas Journal of Business & Economic Statistics 40 (3), 1094-1106, 2022 | 127 | 2022 |
| Machine learning panel data regressions with heavy-tailed dependent data: Theory and application A Babii, RT Ball, E Ghysels, J Striaukas Journal of Econometrics, 2023 | 25* | 2023 |
| High-dimensional Granger causality tests with an application to VIX and news A Babii, E Ghysels, J Striaukas arXiv preprint arXiv:1912.06307, 2022 | 25* | 2022 |
| Commercial and Residential Mortgage Defaults: Spatial Dependence with Frailty A Babii, X Chen, E Ghysels Journal of Econometrics 212 (1), 47-77, 2019 | 24 | 2019 |
| Is completeness necessary? Estimation in nonidentified linear models A Babii, JP Florens arXiv preprint arXiv:1709.03473, 2020 | 22 | 2020 |
| Honest Confidence Sets in Nonparametric IV Regression and Other Ill-posed Models A Babii Econometric Theory 36 (4), 658-706, 2020 | 20 | 2020 |
| High-dimensional mixed-frequency IV regression A Babii Journal of Business & Economic Statistics 40 (4), 1470-1483, 2022 | 13* | 2022 |
| Binary choice with asymmetric loss in a data-rich environment: Theory and an application to racial justice A Babii, X Chen, E Ghysels, R Kumar arXiv preprint arXiv:2010.08463, 2020 | 9 | 2020 |
| Isotonic regression discontinuity designs A Babii, R Kumar Journal of Econometrics 234 (2), 371-393, 2023 | 7 | 2023 |
| Are unobservables separable? A Babii, JP Florens arXiv preprint arXiv:1705.01654, 2020 | 6* | 2020 |
| Tensor PCA for Factor Models A Babii, E Ghysels, J Pan | 2* | 2024 |
| Panel data nowcasting: The case of price–earnings ratios A Babii, RT Ball, E Ghysels, J Striaukas Journal of Applied Econometrics 39 (2), 292-307, 2024 | 1* | 2024 |
| ET Interview: Jean-Pierre Florens A Babii, E Ghysels Econometric Theory 36 (3), 369-385, 2020 | 1 | 2020 |
| Functional Partial Least-Squares: Optimal Rates and Adaptation A Babii, M Carrasco, I Tsafack arXiv preprint arXiv:2402.11134, 2024 | | 2024 |
| Econometrics of Machine Learning Methods in Economic Forecasting A Babii, E Ghysels, J Striaukas arXiv preprint arXiv:2308.10993, 2023 | | 2023 |
| Essays on econometrics models with endogeneity A Babii Toulouse 1, 2017 | | 2017 |
| Nonparametric Instrumental Regression with Completely Independent Instrument: Mémoire de Recherche A Babii | | 2013 |
| Attribution: performs sector-based single-level attribution A Babii | | |
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillVerified email at unc.edu
