Anna Simoni

Anna Simoni

ENSAE ParisTech

H-index: 11

Europe-France

About Anna Simoni

Anna Simoni, With an exceptional h-index of 11 and a recent h-index of 9 (since 2020), a distinguished researcher at ENSAE ParisTech, specializes in the field of Econometrics, Mathematical Statistics, Bayesian Statistics, Financial Econometrics, High dimensional econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Regression Under Endogeneity: Bernstein-von Mises Theory and Bayes Factors Testing

Nonparametric bayes analysis of the sharp and fuzzy regression discontinuity designs

Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data

When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage

Gaussian processes and Bayesian moment estimation

Revisiting identification concepts in Bayesian analysis

Bayesian MIDAS penalized regressions: estimation, selection, and prediction

Adaptive Bayesian estimation in indirect Gaussian sequence space models

Anna Simoni Information

University

Position

CNRS and CREST Ecole Polytechnique

Citations(all)

430

Citations(since 2020)

276

Cited By

252

hIndex(all)

11

hIndex(since 2020)

9

i10Index(all)

12

i10Index(since 2020)

8

Email

University Profile Page

ENSAE ParisTech

Google Scholar

View Google Scholar Profile

Anna Simoni Skills & Research Interests

Econometrics

Mathematical Statistics

Bayesian Statistics

Financial Econometrics

High dimensional econometrics

Top articles of Anna Simoni

Title

Journal

Author(s)

Publication Date

Regression Under Endogeneity: Bernstein-von Mises Theory and Bayes Factors Testing

Siddhartha Chib

Minchul Shin

Anna Simoni

2023/9/19

Nonparametric bayes analysis of the sharp and fuzzy regression discontinuity designs

Econometric Theory

Siddhartha Chib

Edward Greenberg

Anna Simoni

2023/6

Data Preselection in Machine Learning Methods: An Application to Macroeconomic Nowcasting with Google Search Data

Agostino Capponi

Charles-Albert Lehalle

Anna Simoni

Laurent Ferrara

2023/4/30

When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage

Journal of Business & Economic Statistics

Laurent Ferrara

Anna Simoni

2023

Gaussian processes and Bayesian moment estimation

Journal of Business & Economic Statistics

Jean-Pierre Florens

Anna Simoni

2021

Revisiting identification concepts in Bayesian analysis

Annals of Economics and Statistics

Jean-Pierre Florens

Anna Simoni

2021/12/1

Bayesian MIDAS penalized regressions: estimation, selection, and prediction

Journal of Econometrics

Matteo Mogliani

Anna Simoni

2021

Adaptive Bayesian estimation in indirect Gaussian sequence space models

Annals of Economics and Statistics

Jan Johannes

Anna Simoni

Rudolf Schenk

2020/3/1

Ill-posed Estimation in High-Dimensional Models with Instrumental Variables

Journal of econometrics

Christoph Breunig

Enno Mammen

Anna Simoni

2020/11/1

See List of Professors in Anna Simoni University(ENSAE ParisTech)