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

Revisiting identification concepts in Bayesian analysis

Bayesian MIDAS penalized regressions: estimation, selection, and prediction

Gaussian processes and Bayesian moment estimation

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

Google Scholar

Anna Simoni Skills & Research Interests

Econometrics

Mathematical Statistics

Bayesian Statistics

Financial Econometrics

High dimensional econometrics

Top articles of Anna Simoni

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

2023/9/19

Anna Simoni
Anna Simoni

H-Index: 8

Nonparametric bayes analysis of the sharp and fuzzy regression discontinuity designs

Econometric Theory

2023/6

Anna Simoni
Anna Simoni

H-Index: 8

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

2023/4/30

Agostino Capponi
Agostino Capponi

H-Index: 15

Anna Simoni
Anna Simoni

H-Index: 8

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

Journal of Business & Economic Statistics

2023

Anna Simoni
Anna Simoni

H-Index: 8

Revisiting identification concepts in Bayesian analysis

Annals of Economics and Statistics

2021/12/1

Anna Simoni
Anna Simoni

H-Index: 8

Bayesian MIDAS penalized regressions: estimation, selection, and prediction

Journal of Econometrics

2021

Anna Simoni
Anna Simoni

H-Index: 8

Gaussian processes and Bayesian moment estimation

Journal of Business & Economic Statistics

2021

Anna Simoni
Anna Simoni

H-Index: 8

Adaptive Bayesian estimation in indirect Gaussian sequence space models

Annals of Economics and Statistics

2020/3/1

Anna Simoni
Anna Simoni

H-Index: 8

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

Journal of econometrics

2020/11/1

Christoph Breunig
Christoph Breunig

H-Index: 6

Anna Simoni
Anna Simoni

H-Index: 8

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