Babii A., Ball R., Ghysels, E., Striaukas, J. (2022+) "Machine learning panel data regressions with heavy-tailed dependent data: theory and application", forthcoming at Journal of Econometrics
Babii A., Ball R., Ghysels, E., Striaukas, J.(2022) Machine learning time series regressions with an application to nowcasting, Journal of Business & Economic Statistics, 40, 1094–1106.
15/06/2022 – 28/09/2022 — Trainee, National Bank of Belgium. Project title: “Machine Learning Based Nowcasting Model for National Bank of Belgium and Euro Area”, Belgium
