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Details about Anna Simoni

Homepage:https://sites.google.com/view/simonianna
Workplace:Centre de Recherche en Économie et Statistique (CREST) (Center for Research in Economics and Statistics), (more information at EDIRC)

Access statistics for papers by Anna Simoni.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: psi733


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Working Papers

2022

  1. Bayesian Estimation and Comparison of Conditional Moment Models
    Post-Print, HAL Downloads View citations (1)
    Also in Papers, arXiv.org (2021) Downloads
    Working Papers, Federal Reserve Bank of Philadelphia (2019) Downloads View citations (3)
  2. When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage
    Papers, arXiv.org Downloads View citations (8)
    Also in Working Papers, Center for Research in Economics and Statistics (2019) Downloads View citations (23)
    Working papers, Banque de France (2019) Downloads View citations (22)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2020) Downloads View citations (2)

2021

  1. Revisiting Identification Concepts in Bayesian Analysis
    Post-Print, HAL Downloads
    Also in Papers, arXiv.org (2021) Downloads View citations (1)

    See also Journal Article Revisiting Identification Concepts in Bayesian Analysis, Annals of Economics and Statistics, GENES (2021) Downloads View citations (1) (2021)

2020

  1. Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models
    Post-Print, HAL
    Also in LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) (2015) Downloads

    See also Journal Article Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models, Annals of Economics and Statistics, GENES (2020) Downloads View citations (1) (2020)
  2. Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction
    Papers, arXiv.org Downloads View citations (3)
    Also in Post-Print, HAL (2020) View citations (3)

    See also Journal Article Bayesian MIDAS penalized regressions: Estimation, selection, and prediction, Journal of Econometrics, Elsevier (2021) Downloads View citations (18) (2021)
  3. Ill-posed Estimation in High-Dimensional Models with Instrumental Variables
    Papers, arXiv.org Downloads View citations (3)
    Also in Post-Print, HAL (2020) View citations (3)

    See also Journal Article Ill-posed estimation in high-dimensional models with instrumental variables, Journal of Econometrics, Elsevier (2020) Downloads View citations (3) (2020)

2019

  1. Bayesian inference for partially identified smooth convex models
    Post-Print, HAL Downloads View citations (10)
    See also Journal Article Bayesian inference for partially identified smooth convex models, Journal of Econometrics, Elsevier (2019) Downloads View citations (11) (2019)
  2. Gaussian Processes and Bayesian Moment Estimation
    Post-Print, HAL View citations (1)
    Also in Working Papers, Center for Research in Economics and Statistics (2015) Downloads View citations (3)

    See also Journal Article Gaussian Processes and Bayesian Moment Estimation, Journal of Business & Economic Statistics, Taylor & Francis Journals (2021) Downloads View citations (6) (2021)

2018

  1. Bayesian Estimation and Comparison of Moment Condition Models
    Post-Print, HAL View citations (17)
    See also Journal Article Bayesian Estimation and Comparison of Moment Condition Models, Journal of the American Statistical Association, Taylor & Francis Journals (2018) Downloads View citations (21) (2018)
  2. Nonparametric estimation in case of endogenous selection
    Post-Print, HAL View citations (8)
    Also in Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition (2017) Downloads View citations (2)
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2015) Downloads

    See also Journal Article Nonparametric estimation in case of endogenous selection, Journal of Econometrics, Elsevier (2018) Downloads View citations (8) (2018)

2017

  1. SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
    Post-Print, HAL View citations (3)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2016) Downloads View citations (11)
    CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies (2012) Downloads View citations (21)

    See also Journal Article SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, Econometric Theory, Cambridge University Press (2017) Downloads View citations (5) (2017)

2016

  1. Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models
    Working Papers, Center for Research in Economics and Statistics Downloads View citations (1)
  2. Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference?
    Departmental Working Papers, Rutgers University, Department of Economics Downloads View citations (4)
  3. REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS
    Post-Print, HAL View citations (5)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) Downloads View citations (3)
    TSE Working Papers, Toulouse School of Economics (TSE) (2010) Downloads View citations (3)
    Working Papers, HAL (2013) Downloads
    TSE Working Papers, Toulouse School of Economics (TSE) (2013)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2013) Downloads
    IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2013) Downloads

    See also Journal Article REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS, Econometric Theory, Cambridge University Press (2016) Downloads View citations (14) (2016)

2014

  1. Adaptive Bayesian estimation in Gaussian
    LIDAM Reprints ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)
  2. Adaptive Bayesian estimation in Gaussian sequence space models
    LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA) Downloads

2013

  1. Semi-parametric Bayesian Partially Identified Models based on Support Function
    Papers, arXiv.org Downloads View citations (6)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (4)

2012

  1. Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
    Post-Print, HAL View citations (16)
    Also in IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse (2010) Downloads View citations (14)
    Post-Print, HAL (2012) View citations (22)
    TSE Working Papers, Toulouse School of Economics (TSE) (2010) Downloads View citations (3)

    See also Journal Article Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior, Journal of Econometrics, Elsevier (2012) Downloads View citations (25) (2012)

Journal Articles

2021

  1. Bayesian MIDAS penalized regressions: Estimation, selection, and prediction
    Journal of Econometrics, 2021, 222, (1), 833-860 Downloads View citations (18)
    See also Working Paper Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction, Papers (2020) Downloads View citations (3) (2020)
  2. Gaussian Processes and Bayesian Moment Estimation
    Journal of Business & Economic Statistics, 2021, 39, (2), 482-492 Downloads View citations (6)
    See also Working Paper Gaussian Processes and Bayesian Moment Estimation, Post-Print (2019) View citations (1) (2019)
  3. Revisiting Identification Concepts in Bayesian Analysis
    Annals of Economics and Statistics, 2021, (144), 1-38 Downloads View citations (1)
    See also Working Paper Revisiting Identification Concepts in Bayesian Analysis, Post-Print (2021) Downloads (2021)

2020

  1. Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models
    Annals of Economics and Statistics, 2020, (137), 83-116 Downloads View citations (1)
    See also Working Paper Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models, Post-Print (2020) (2020)
  2. Ill-posed estimation in high-dimensional models with instrumental variables
    Journal of Econometrics, 2020, 219, (1), 171-200 Downloads View citations (3)
    See also Working Paper Ill-posed Estimation in High-Dimensional Models with Instrumental Variables, Papers (2020) Downloads View citations (3) (2020)

2019

  1. Bayesian inference for partially identified smooth convex models
    Journal of Econometrics, 2019, 211, (2), 338-360 Downloads View citations (11)
    See also Working Paper Bayesian inference for partially identified smooth convex models, Post-Print (2019) Downloads View citations (10) (2019)

2018

  1. Bayesian Estimation and Comparison of Moment Condition Models
    Journal of the American Statistical Association, 2018, 113, (524), 1656-1668 Downloads View citations (21)
    See also Working Paper Bayesian Estimation and Comparison of Moment Condition Models, Post-Print (2018) View citations (17) (2018)
  2. Nonparametric estimation in case of endogenous selection
    Journal of Econometrics, 2018, 202, (2), 268-285 Downloads View citations (8)
    See also Working Paper Nonparametric estimation in case of endogenous selection, Post-Print (2018) View citations (8) (2018)

2017

  1. Introduction to the Special Issue on Inverse Problems in Econometrics
    Annals of Economics and Statistics, 2017, (128), 1-3 Downloads
  2. SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS
    Econometric Theory, 2017, 33, (6), 1265-1305 Downloads View citations (5)
    See also Working Paper SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS, Post-Print (2017) View citations (3) (2017)

2016

  1. REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS
    Econometric Theory, 2016, 32, (1), 71-121 Downloads View citations (14)
    See also Working Paper REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS, Post-Print (2016) View citations (5) (2016)

2012

  1. Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior
    Journal of Econometrics, 2012, 170, (2), 458-475 Downloads View citations (25)
    See also Working Paper Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior, Post-Print (2012) View citations (16) (2012)
  2. Regularized Posteriors in Linear Ill-Posed Inverse Problems
    Scandinavian Journal of Statistics, 2012, 39, (2), 214-235 Downloads View citations (8)
 
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