6
H index
6
i10 index
124
Citations
Centre de Recherche en Économie et Statistique (CREST) | 6 H index 6 i10 index 124 Citations RESEARCH PRODUCTION: 13 Articles 42 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Anna Simoni. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Econometrics | 5 |
Annals of Economics and Statistics | 3 |
Econometric Theory | 2 |
Year | Title of citing document |
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2021 | Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004. Full description at Econpapers || Download paper |
2021 | Is completeness necessary? Estimation in nonidentified linear models. (2020). Babii, Andrii ; FLORENS, Jean-Pierre. In: Papers. RePEc:arx:papers:1709.03473. Full description at Econpapers || Download paper |
2021 | Nonclassical Measurement Error in the Outcome Variable. (2020). Martin, Stephan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2009.12665. Full description at Econpapers || Download paper |
2022 | Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938. Full description at Econpapers || Download paper |
2021 | The Proper Use of Google Trends in Forecasting Models. (2021). Pires, Henrique F ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2104.03065. Full description at Econpapers || Download paper |
2023 | Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity. (2022). Mei, Ziwei ; Guo, Zijian ; Fan, Qingliang. In: Papers. RePEc:arx:papers:2205.00171. Full description at Econpapers || Download paper |
2022 | Fast Instrument Learning with Faster Rates. (2022). Zhu, Jun ; Zhou, Yuhao ; Wang, Ziyu. In: Papers. RePEc:arx:papers:2205.10772. Full description at Econpapers || Download paper |
2022 | Bayesian Mixed-Frequency Quantile Vector Autoregression: Eliciting tail risks of Monthly US GDP. (2022). Zhu, Dan ; Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo. In: Papers. RePEc:arx:papers:2209.01910. Full description at Econpapers || Download paper |
2022 | Spectral Representation Learning for Conditional Moment Models. (2022). Scholkopf, Bernhard ; Zhu, Jun ; Li, Yueru ; Luo, Yucen ; Wang, Ziyu. In: Papers. RePEc:arx:papers:2210.16525. Full description at Econpapers || Download paper |
2023 | Double Robust Bayesian Inference on Average Treatment Effects. (2022). Yu, Zhengfei ; Liu, Ruixuan ; Breunig, Christoph. In: Papers. RePEc:arx:papers:2211.16298. Full description at Econpapers || Download paper |
2022 | On LASSO for High Dimensional Predictive Regression. (2022). Shi, Zhentao ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2212.07052. Full description at Econpapers || Download paper |
2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Obtaining consistent time series from Google Trends. (2022). MartÃÂnez, Isabel ; Sax, Christoph ; Martinez, Isabel Z ; Indergand, Ronald ; Eichenauer, Vera Z. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:2:p:694-705. Full description at Econpapers || Download paper |
2021 | EURQ: A New Web Search?based Uncertainty Index. (2021). Golinelli, Roberto ; Bontempi, Maria ; Frigeri, Michele ; Squadrani, Matteo. In: Economica. RePEc:bla:econom:v:88:y:2021:i:352:p:969-1015. Full description at Econpapers || Download paper |
2022 | Quantifying domestic violence in times of crisis: An internet search activity?based measure for the COVID?19 pandemic. (2022). Rainer, Helmut ; Siuda, Fabian ; Anderberg, Dan. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:185:y:2022:i:2:p:498-518. Full description at Econpapers || Download paper |
2022 | Bayesian estimation and comparison of conditional moment models. (2022). Simoni, Anna ; Shin, Minchul ; Chib, Siddhartha. In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:84:y:2022:i:3:p:740-764. Full description at Econpapers || Download paper |
2021 | Bayesian criterion?based variable selection. (2021). Ghosh, Santu ; Basu, Sanjib ; Maity, Arnab Kumar. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:70:y:2021:i:4:p:835-857. Full description at Econpapers || Download paper |
2022 | Constructing GDP Nowcasting Models Using Alternative Data. (2022). Nakazawa, Takashi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e09. Full description at Econpapers || Download paper |
2022 | Locally- but not Globally-identified SVARs. (2022). Kitagawa, Toru ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:bol:bodewp:wp1171. Full description at Econpapers || Download paper |
2021 | What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_003. Full description at Econpapers || Download paper |
2021 | What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Paper Series. RePEc:ecb:ecbwps:20212613. Full description at Econpapers || Download paper |
2022 | The dimension of green economy: Culture viewpoint. (2022). Lee, Chien-Chiang ; Ho, Shan-Ju ; Wang, Chih-Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:122-138. Full description at Econpapers || Download paper |
2021 | Nonparametric regression with selectively missing covariates. (2021). Haan, Peter ; Breunig, Christoph. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:28-52. Full description at Econpapers || Download paper |
2022 | Constrained estimation using penalization and MCMC. (2022). Leung, Michael ; Li, Jessie ; Hong, Han ; Gallant, Ronald A. In: Journal of Econometrics. RePEc:eee:econom:v:228:y:2022:i:1:p:85-106. Full description at Econpapers || Download paper |
2022 | Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models. (2022). Petrova, Katerina. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:154-182. Full description at Econpapers || Download paper |
2022 | Posterior-based Wald-type statistics for hypothesis testing. (2022). Yu, Jun ; Zeng, Tao ; JunYu, ; Li, Yong ; Liu, Xiaobin. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:83-113. Full description at Econpapers || Download paper |
2021 | Nonparametric Instrumental Variable Estimation of Binary Response Models with Continuous Endogenous Regressors. (2021). Centorrino, Samuele ; FLORENS, Jean-Pierre. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:35-63. Full description at Econpapers || Download paper |
2022 | New evidence on Bayesian tests of global factor pricing models. (2022). , Keith ; Wang, Yan ; Qiao, Zhuo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:68:y:2022:i:c:p:160-172. Full description at Econpapers || Download paper |
2022 | Forecasting unemployment insurance claims in realtime with Google Trends. (2022). Seo, Boyoung ; Sacks, Daniel W ; Fogarty, Michael ; Butters, Andrew R ; Brave, Scott A ; Aaronson, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:567-581. Full description at Econpapers || Download paper |
2022 | High-frequency monitoring of growth at risk. (2022). Sahuc, Jean-Guillaume ; Mogliani, Matteo ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:582-595. Full description at Econpapers || Download paper |
2022 | Nowcasting unemployment insurance claims in the time of COVID-19. (2022). Sinclair, Tara ; Larson, William D. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:635-647. Full description at Econpapers || Download paper |
2021 | Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148. Full description at Econpapers || Download paper |
2022 | Semiparametric Bayesian doubly robust causal estimation. (2022). McCoy, Emma J ; Graham, Daniel J ; Luo, YU. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117944. Full description at Econpapers || Download paper |
2021 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Owyang, Michael ; Galvão, Ana ; Galvo, Ana B. In: Working Papers. RePEc:fip:fedlwp:88704. Full description at Econpapers || Download paper |
2022 | When are Google Data Useful to Nowcast GDP? An Approach via Preselection and Shrinkage. (2022). Simoni, Anna ; Ferrara, Laurent. In: Post-Print. RePEc:hal:journl:hal-03919944. Full description at Econpapers || Download paper |
2021 | What goes around comes around: How large are spillbacks from US monetary policy?. (2021). Georgiadis, Georgios ; Schumann, Ben ; Breitenlechner, Max. In: Working Papers. RePEc:inn:wpaper:2021-05. Full description at Econpapers || Download paper |
2022 | Monitoring daily unemployment at risk.. (2022). Uribe, Jorge M ; Garron, Ignacio ; Chulia, Helena. In: IREA Working Papers. RePEc:ira:wpaper:202211. Full description at Econpapers || Download paper |
2021 | Approximating Bayes in the 21st Century. (2021). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-24. Full description at Econpapers || Download paper |
2022 | Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model. (2022). Kohns, David ; Bhattacharjee, Arnab. In: National Institute of Economic and Social Research (NIESR) Discussion Papers. RePEc:nsr:niesrd:538. Full description at Econpapers || Download paper |
2023 | Approximate Bayesian Computation for Partially Identified Models. (2023). Alvarez, Luis Antonio. In: MPRA Paper. RePEc:pra:mprapa:117339. Full description at Econpapers || Download paper |
2021 | Unified approach for regression models with nonmonotone missing at random data. (2021). Liu, Meng ; Zhao, Yang. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:105:y:2021:i:1:d:10.1007_s10182-020-00389-y. Full description at Econpapers || Download paper |
2022 | Optimal Decision Rules for Weak GMM. (2022). Mikusheva, Anna ; Andrews, Isaiah. In: Econometrica. RePEc:wly:emetrp:v:90:y:2022:i:2:p:715-748. Full description at Econpapers || Download paper |
2021 | Early child development and parents labor supply. (2021). Schmidpeter, Bernhard ; Laffers, Luka. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:2:p:190-208. Full description at Econpapers || Download paper |
2022 | Forecasting low?frequency macroeconomic events with high?frequency data. (2022). Owyang, Michael ; Galvo, Ana Beatriz. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:7:p:1314-1333. Full description at Econpapers || Download paper |
2022 | Nowcasting world GDP growth with high?frequency data. (2022). Meunier, Baptiste ; Jardet, Caroline. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1181-1200. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Introduction to the Special Issue on Inverse Problems in Econometrics In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2020 | Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2015 | Adaptive Bayesian estimation in indirect Gaussian sequence space models.(2015) In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Revisiting Identification Concepts in Bayesian Analysis In: Annals of Economics and Statistics. [Full Text][Citation analysis] | article | 0 |
2021 | Revisiting identification concepts in Bayesian analysis.(2021) In: Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2021 | Revisiting Identification Concepts in Bayesian Analysis.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Adaptive Bayesian estimation in Gaussian sequence space models In: LIDAM Discussion Papers ISBA. [Full Text][Citation analysis] | paper | 0 |
2014 | Adaptive Bayesian estimation in Gaussian In: LIDAM Reprints ISBA. [Citation analysis] | paper | 0 |
2013 | Semi-parametric Bayesian Partially Identified Models based on Support Function In: Papers. [Full Text][Citation analysis] | paper | 6 |
2012 | Semi-parametric Bayesian Partially Identified Models based on Support Function.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Ill-posed Estimation in High-Dimensional Models with Instrumental Variables In: Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Ill-posed estimation in high-dimensional models with instrumental variables.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2020 | Ill-posed estimation in high-dimensional models with instrumental variables.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction In: Papers. [Full Text][Citation analysis] | paper | 10 |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2020 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2020) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2022 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers. [Full Text][Citation analysis] | paper | 18 |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2019 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2020 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage.(2020) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2021 | Bayesian Estimation and Comparison of Conditional Moment Models In: Papers. [Full Text][Citation analysis] | paper | 3 |
2019 | Bayesian Estimation and Comparison of Conditional Moment Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2022 | Bayesian Estimation and Comparison of Conditional Moment Models.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Regularized Posteriors in Linear Ill-Posed Inverse Problems In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 2 |
2016 | Semiparametric Estimation of Random Coefficients in Structural Economic Models In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
2017 | SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS.(2017) In: Econometric Theory. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2017 | SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2012 | Semiparametric estimation of random coefficients in structural economic models.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2015 | Gaussian processes and Bayesian moment estimation In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2019 | Gaussian Processes and Bayesian Moment Estimation.(2019) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2021 | Gaussian Processes and Bayesian Moment Estimation.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2016 | Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
2013 | Regularizing Priors for Linear Inverse Problems.(2013) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2016 | REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Regularizing Priors for Linear Inverse Problems.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | Regularizing priors for linear inverse problems.(2010) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Regularizing Priors for Linear Inverse Problems.(2013) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | Regularizing priors for linear inverse problems.(2010) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Regularizing Priors for Linear Inverse Problems.(2013) In: TSE Working Papers. [Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2012 | Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior In: Journal of Econometrics. [Full Text][Citation analysis] | article | 22 |
2012 | Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2012 | Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior.(2012) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2010 | Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior.(2010) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2010 | Nonparametric Estimation of An Instrumental Regression: A Quasi-Bayesian Approach Based on Regularized Posterior.(2010) In: TSE Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2018 | Nonparametric estimation in case of endogenous selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
2018 | Nonparametric estimation in case of endogenous selection.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2015 | Nonparametric Estimation in case of Endogenous Selection.(2015) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2017 | Nonparametric Estimation in Case of Endogenous Selection.(2017) In: Rationality and Competition Discussion Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2019 | Bayesian inference for partially identified smooth convex models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 6 |
2019 | Bayesian inference for partially identified smooth convex models.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2018 | Bayesian Estimation and Comparison of Moment Condition Models In: Post-Print. [Citation analysis] | paper | 14 |
2018 | Bayesian Estimation and Comparison of Moment Condition Models.(2018) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2016 | Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 3 |
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