Anna SIMONI

Anna SIMONI
CREST Permanent Member
CNRS Research Fellow
Economics,Statistics
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2022

  • Bayesian estimation and comparison of conditional moment models

    Journal of the royal statistical society. series b: statistical methodology, vol. 84, iss. 3, pp. 740-764, 2022.
    By S. Chib, M. Shin, and A. Simoni

    [DOI] [Bibtex] 

    @article{Chib2022740,
author={Chib, S. and Shin, M. and Simoni, A.},
title={Bayesian estimation and comparison of conditional moment models},
journal={Journal of the Royal Statistical Society. Series B: Statistical Methodology},
year={2022},
volume={84},
number={3},
pages={740-764},
doi={10.1111/rssb.12484},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85121368953&doi=10.1111%2frssb.12484&partnerID=40&md5=9ffd2c2f8a597dabdcc538fb14c03643},
publisher={John Wiley and Sons Inc},
}

  • When are google data useful to nowcast gdp? an approach via preselection and shrinkage

    Journal of business and economic statistics, , 2022.
    By L. Ferrara and A. Simoni

    [DOI] [Bibtex] 

    @article{Ferrara2022,
author={Ferrara, L. and Simoni, A.},
title={When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage},
journal={Journal of Business and Economic Statistics},
year={2022},
doi={10.1080/07350015.2022.2116025},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85139942216&doi=10.1080%2f07350015.2022.2116025&partnerID=40&md5=c13433c7f1e3cd804d40ade3a052389f},
publisher={Taylor and Francis Ltd.},
}

2021

  • Revisiting identification concepts in bayesi ananalysis

    Annals of economics and statistics, , iss. 144, pp. 1-38, 2021.
    By J. -P. Florens and A. Simoni

    [DOI] [Bibtex] 

    @article{Florens20211,
author={Florens, J.-P. and Simoni, A.},
title={REVISITING IDENTIFICATION CONCEPTS IN BAYESI ANANALYSIS},
journal={Annals of Economics and Statistics},
year={2021},
number={144},
pages={1-38},
doi={10.15609/ANNAECONSTAT2009.144.0001},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85123639341&doi=10.15609%2fANNAECONSTAT2009.144.0001&partnerID=40&md5=3a99f2234f487e39576e785da015fccc},
publisher={GENES (Groupe des Ecoles en Economie et Statistiques)},
}

  • Bayesian midas penalized regressions: estimation, selection, and prediction

    Journal of econometrics, vol. 222, iss. 1, pp. 833-860, 2021.
    By M. Mogliani and A. Simoni

    [DOI] [Bibtex] 

    @article{Mogliani2021833,
author={Mogliani, M. and Simoni, A.},
title={Bayesian MIDAS penalized regressions: Estimation, selection, and prediction},
journal={Journal of Econometrics},
year={2021},
volume={222},
number={1},
pages={833-860},
doi={10.1016/j.jeconom.2020.07.022},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85089457836&doi=10.1016%2fj.jeconom.2020.07.022&partnerID=40&md5=a98b0f3a7bb20af6b2bcfa0b059b02f0},
publisher={Elsevier Ltd},
}

2020

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

    Journal of econometrics, vol. 219, iss. 1, pp. 171-200, 2020.
    By C. Breunig, E. Mammen, and A. Simoni

    [DOI] [Bibtex] 

    @article{Breunig2020171,
author={Breunig, C. and Mammen, E. and Simoni, A.},
title={Ill-posed estimation in high-dimensional models with instrumental variables},
journal={Journal of Econometrics},
year={2020},
volume={219},
number={1},
pages={171-200},
doi={10.1016/j.jeconom.2020.04.043},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85089256045&doi=10.1016%2fj.jeconom.2020.04.043&partnerID=40&md5=a9717e8ba0cad53354e439a51428845d},
publisher={Elsevier Ltd},
}

  • Adaptive bayesian estimation in indirect gaussian sequence space models

    Annals of economics and statistics, , iss. 137, pp. 83-116, 2020.
    By J. Johannes, A. Simoni, and R. Schenk

    [DOI] [Bibtex] 

    @article{Johannes202083,
author={Johannes, J. and Simoni, A. and Schenk, R.},
title={Adaptive bayesian estimation in indirect gaussian sequence space models},
journal={Annals of Economics and Statistics},
year={2020},
number={137},
pages={83-116},
doi={10.15609/ANNAECONSTAT2009.137.0083},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85085497022&doi=10.15609%2fANNAECONSTAT2009.137.0083&partnerID=40&md5=1bbdbed3f937a9153c857950e047eb30},
publisher={GENES (Groupe des Ecoles en Economie et Statistiques)},
}

2019

  • Bayesian inference for partially identified smooth convex models

    Journal of econometrics, vol. 211, iss. 2, pp. 338-360, 2019.
    By Y. Liao and A. Simoni

    [DOI] [Bibtex] 

    @article{Liao2019338,
author={Liao, Y. and Simoni, A.},
title={Bayesian inference for partially identified smooth convex models},
journal={Journal of Econometrics},
year={2019},
volume={211},
number={2},
pages={338-360},
doi={10.1016/j.jeconom.2019.03.001},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85063447871&doi=10.1016%2fj.jeconom.2019.03.001&partnerID=40&md5=3d856dc46bd139ce9c1bc2ed8e7d1f1c},
publisher={Elsevier Ltd},
}

  • Gaussian processes and bayesian moment estimation

    Journal of business and economic statistics, , 2019.
    By J. -P. Florens and A. Simoni

    [DOI] [Bibtex] 

    @article{Florens2019,
author={Florens, J.-P. and Simoni, A.},
title={Gaussian Processes and Bayesian Moment Estimation},
journal={Journal of Business and Economic Statistics},
year={2019},
doi={10.1080/07350015.2019.1668799},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85074474542&doi=10.1080%2f07350015.2019.1668799&partnerID=40&md5=10bea6fa478f68ce3bd1a3fb3613727d},
publisher={American Statistical Association},
}

2018

  • Bayesian estimation and comparison of moment condition models

    Journal of the american statistical association, vol. 113, iss. 524, pp. 1656-1668, 2018.
    By S. Chib, M. Shin, and A. Simoni

    [DOI] [Bibtex] 

    @article{Chib20181656,
author={Chib, S. and Shin, M. and Simoni, A.},
title={Bayesian Estimation and Comparison of Moment Condition Models},
journal={Journal of the American Statistical Association},
year={2018},
volume={113},
number={524},
pages={1656-1668},
doi={10.1080/01621459.2017.1358172},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85049125012&doi=10.1080%2f01621459.2017.1358172&partnerID=40&md5=3fb44d2ad43a19a14487113f3d047354},
publisher={American Statistical Association},
}

  • Nonparametric estimation in case of endogenous selection

    Journal of econometrics, vol. 202, iss. 2, pp. 268-285, 2018.
    By C. Breunig, E. Mammen, and A. Simoni

    [DOI] [Bibtex] 

    @article{Breunig2018268,
author={Breunig, C. and Mammen, E. and Simoni, A.},
title={Nonparametric estimation in case of endogenous selection},
journal={Journal of Econometrics},
year={2018},
volume={202},
number={2},
pages={268-285},
doi={10.1016/j.jeconom.2017.11.002},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85037030479&doi=10.1016%2fj.jeconom.2017.11.002&partnerID=40&md5=c9abd21210e3008d779208cc5724221a},
publisher={Elsevier Ltd},
}

2014

  • Regularizing priors for linear inverse problems

    Econometric theory, vol. 32, iss. 1, pp. 71-121, 2014.
    By J. -P. Florens and A. Simoni

    [DOI] [Bibtex] 

    @article{Florens201471,
author={Florens, J.-P. and Simoni, A.},
title={REGULARIZING PRIORS for LINEAR INVERSE PROBLEMS},
journal={Econometric Theory},
year={2014},
volume={32},
number={1},
pages={71-121},
doi={10.1017/S0266466614000796},
url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-84954310933&doi=10.1017%2fS0266466614000796&partnerID=40&md5=bad33d57b1030befce62a15cf245a446},
publisher={Cambridge University Press},
}