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Bayesian estimation and comparison of conditional moment models


Chib S,Shin M,Simoni A

Journal of the Royal Statistical Society. Series B: Statistical Methodology, 2022

When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage


Ferrara L,Simoni A

Journal of Business and Economic Statistics, 2022

Revisiting Identification Concepts In Bayesi Analysis


Florens JP,Simoni A

Annals of Economics and Statistics, 2021

Bayesian MIDAS penalized regressions: Estimation, selection, and prediction


Mogliani M,Simoni A

Journal of Econometrics, 2021

Ill-posed estimation in high-dimensional models with instrumental variables


Breunig C,Mammen E,Simoni A

Journal of Econometrics, 2020

Adaptive bayesian estimation in indirect gaussian sequence space models


Johannes J,Simoni A,Schenk R

Annals of Economics and Statistics, 2020

Bayesian inference for partially identified smooth convex models


Liao Y,Simoni A

Journal of Econometrics, 2019

Gaussian Processes and Bayesian Moment Estimation


Florens JP,Simoni A

Journal of Business and Economic Statistics, 2019