activity
20192023
most citedBinary Choice under Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Algorithmic Fairness

4 citations · 7 across the 7 of their papers we have counts for

collaborators
Showing 2023Show all

2 papers · 1 filter

econ.EM2023★ 2 cited

Econometrics of Machine Learning Methods in Economic Forecasting

Andrii Babii, Eric Ghysels, Jonas Striaukas

This paper surveys the recent advances in machine learning method for economic forecasting. The survey covers the following topics: nowcasting, textual data, panel and tensor data,…

econ.EM2023

Panel Data Nowcasting: The Case of Price-Earnings Ratios

Andrii Babii, Ryan T. Ball, Eric Ghysels +1

The paper uses structured machine learning regressions for nowcasting with panel data consisting of series sampled at different frequencies. Motivated by the problem of predicting…