8
H index
5
i10 index
171
Citations
Centre de Recherche en Économie et Statistique (CREST) | 8 H index 5 i10 index 171 Citations RESEARCH PRODUCTION: 13 Articles 43 Papers RESEARCH ACTIVITY: 12 years (2010 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/psi733 |
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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2024 | Identifying Multidiemsnional Adverse Selection Models. (2015). Aryal, Gaurab. In: Papers. RePEc:arx:papers:1411.6250. Full description at Econpapers || Download paper |
2024 | 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 |
2024 | 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 |
2024 | 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 |
2024 | 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 |
2024 | Reparametrization and the Semiparametric Bernstein-von-Mises Theorem. (2023). Walker, Christopher D. In: Papers. RePEc:arx:papers:2306.03816. Full description at Econpapers || Download paper |
2024 | Factor-augmented sparse MIDAS regression for nowcasting. (2023). Striaukas, Jonas ; Beyhum, Jad. In: Papers. RePEc:arx:papers:2306.13362. Full description at Econpapers || Download paper |
2023 | Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers || Download paper |
2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper |
2024 | Functional Spatial Autoregressive Models. (2024). Hoshino, Tadao. In: Papers. RePEc:arx:papers:2402.14763. Full description at Econpapers || Download paper |
2024 | Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671. Full description at Econpapers || Download paper |
2023 | Nowcasting Key Australian Macroeconomic Variables. (2023). Anthonisz, Michael. In: Australian Economic Review. RePEc:bla:ausecr:v:56:y:2023:i:3:p:371-380. Full description at Econpapers || Download paper |
2024 | 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 |
2024 | 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 |
2023 | Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP. (2023). Rossini, Luca ; Poon, Aubrey ; Iacopini, Matteo ; Zhu, Dan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s016518892300163x. Full description at Econpapers || Download paper |
2023 | Time-varying unobserved heterogeneity in earnings shocks. (2023). Botosaru, Irene. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1378-1393. Full description at Econpapers || Download paper |
2023 | Dynamic discrete choice models with incomplete data: Sharp identification. (2023). Sasaki, Yuya ; Hu, Yingyao ; Xin, YI ; Takahashi, Yuya. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001550. Full description at Econpapers || Download paper |
2024 | Classical p-values and the Bayesian posterior probability that the hypothesis is approximately true. (2024). Kline, Brendan. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s030440762400023x. Full description at Econpapers || Download paper |
2024 | A model specification test for semiparametric nonignorable missing data modeling. (2024). Tang, Cheng Yong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:124-132. Full description at Econpapers || Download paper |
2023 | Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model. (2023). Bhattacharjee, Arnab ; Kohns, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1384-1412. Full description at Econpapers || Download paper |
2023 | Testing big data in a big crisis: Nowcasting under Covid-19. (2023). Ratto, Marco ; Pericoli, Filippo Maria ; Barbaglia, Luca ; Pezzoli, Luca Tiozzo ; Onorante, Luca ; Frattarolo, Lorenzo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1548-1563. Full description at Econpapers || Download paper |
2023 | Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924. Full description at Econpapers || Download paper |
2024 | Words or numbers? Macroeconomic nowcasting with textual and macroeconomic data. (2024). Fang, Kuangnan ; Jin, Wei ; Zheng, Tingguo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:746-761. Full description at Econpapers || Download paper |
2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper |
2023 | 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 |
2023 | 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 |
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 |
2023 | Variable selection for categorical response: a comparative study. (2023). Das, Kiranmoy ; Kundu, Damitri ; Sen, Sweata. In: Computational Statistics. RePEc:spr:compst:v:38:y:2023:i:2:d:10.1007_s00180-022-01260-1. Full description at Econpapers || Download paper |
2024 | 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 |
2024 | 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 nother version. Agregated cites: 0 | paper | |
2020 | Adaptive Bayesian Estimation in Indirect Gaussian Sequence Space Models.(2020) In: Post-Print. [Citation analysis] This paper has nother 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 nother version. Agregated cites: 0 | paper | |
2021 | Revisiting Identification Concepts in Bayesian Analysis.(2021) In: Post-Print. [Full Text][Citation analysis] This paper has nother 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 | 7 |
2012 | Semi-parametric Bayesian Partially Identified Models based on Support Function.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2020 | Ill-posed Estimation in High-Dimensional Models with Instrumental Variables In: Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | Ill-posed estimation in high-dimensional models with instrumental variables.(2020) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2020 | Ill-posed estimation in high-dimensional models with instrumental variables.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction In: Papers. [Full Text][Citation analysis] | paper | 19 |
2021 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2021) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2020 | Bayesian MIDAS penalized regressions: Estimation, selection, and prediction.(2020) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2022 | When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage In: Papers. [Full Text][Citation analysis] | paper | 32 |
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 nother version. Agregated cites: 32 | 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 nother version. Agregated cites: 32 | 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 nother version. Agregated cites: 32 | paper | |
2021 | Bayesian Estimation and Comparison of Conditional Moment Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
2019 | Bayesian Estimation and Comparison of Conditional Moment Models.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2022 | Bayesian Estimation and Comparison of Conditional Moment Models.(2022) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 19 |
2017 | SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS.(2017) In: Econometric Theory. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2017 | SEMIPARAMETRIC ESTIMATION OF RANDOM COEFFICIENTS IN STRUCTURAL ECONOMIC MODELS.(2017) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2012 | Semiparametric estimation of random coefficients in structural economic models.(2012) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2015 | Gaussian processes and Bayesian moment estimation In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2019 | Gaussian Processes and Bayesian Moment Estimation.(2019) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2021 | Gaussian Processes and Bayesian Moment Estimation.(2021) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | 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 nother version. Agregated cites: 3 | paper | |
2016 | REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS.(2016) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2013 | Regularizing Priors for Linear Inverse Problems.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2010 | Regularizing priors for linear inverse problems.(2010) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2013 | Regularizing Priors for Linear Inverse Problems.(2013) In: IDEI Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2010 | Regularizing priors for linear inverse problems.(2010) In: TSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2013 | Regularizing Priors for Linear Inverse Problems.(2013) In: TSE Working Papers. [Citation analysis] This paper has nother 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 | 26 |
2012 | Nonparametric estimation of an instrumental regression: A quasi-Bayesian approach based on regularized posterior.(2012) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 26 | 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 nother version. Agregated cites: 26 | 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 nother version. Agregated cites: 26 | 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 nother version. Agregated cites: 26 | paper | |
2018 | Nonparametric estimation in case of endogenous selection In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2018 | Nonparametric estimation in case of endogenous selection.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2017 | Nonparametric Estimation in Case of Endogenous Selection.(2017) In: Rationality and Competition Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | ||
2019 | Bayesian inference for partially identified smooth convex models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 8 |
2019 | Bayesian inference for partially identified smooth convex models.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2018 | Bayesian Estimation and Comparison of Moment Condition Models In: Post-Print. [Citation analysis] | paper | 19 |
2018 | Bayesian Estimation and Comparison of Moment Condition Models.(2018) In: Journal of the American Statistical Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | article | |
2015 | Nonparametric Estimation in case of Endogenous Selection In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2016 | Bayesian Inference for Partially Identified Convex Models: Is it Valid for Frequentist Inference? In: Departmental Working Papers. [Full Text][Citation analysis] | paper | 4 |
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