1 citations · 1 across the 2 of their papers we have counts for
2 papers
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…
econ.EM2020★ 1 cited
Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application
Andrii Babii, Ryan T. Ball, Eric Ghysels +1
The paper introduces structured machine learning regressions for heavy-tailed dependent panel data potentially sampled at different frequencies. We focus on the sparse-group LASSO…