Research

Publications

17.  Ferrara, L. and A., Simoni, (2022), When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. Non-technical summary and previous version Banque de France WP n°717. (Old version: CREST WP). arXiv:2007.00273. Accepted at Journal of Business & Economic Statistics.

16. Chib, S., Greenberg, E. and A., Simoni, (2022), Nonparametric Bayes Analysis of the Sharp and Fuzzy Regression Discontinuity Designs. Econometric Theory.

15. Chib, S., Shin, M. and A. Simoni, (2022), Bayesian Estimation and Comparison of Conditional Moment Models. Federal Reserve Bank of Piladelphia WP 19-51. Oberwolfach Report 12/2019. Journal of the Royal Statistical Society, Series B, 84, 740-764. ArXiv:2110.13531.

14. Florens, J.P. and A., Simoni, (2021), Bayesian Identification and Partial Identification. Annals of Economic and Statistics, 144, 1-38. arXiv:1607.07343 

13. Mogliani, M. and A., Simoni, (2021), Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. Journal of Econometrics, 222, 833-860.  arXiv:1903.08025

12. Florens, J.P. and A., Simoni, (2021), Gaussian Processes and Bayesian Moment Estimation. Journal of Business & Economic Statistics, 39, 482-492. Appendix.

11. Breunig, C., Mammen, E. and A., Simoni (2020), Ill-posed Estimation in High-Dimensional Models with Instrumental Variables. Journal of Econometrics, 219, 171-200. arXiv:1806.00666

10. Johannes, J., Simoni, A. and R., Schenk (2020), Adaptive Bayesian estimation in indirect Gaussian sequence space models. Annals of Economics and Statistics, 137, 83-116.

9. Liao, Y. and A., Simoni (2019), Bayesian Inference for Partially Identified Smooth Convex Models. Journal of Econometrics, 211, 338-360. Supplementary Appendix.

8. Chib, S., Shin, M. and A. Simoni (2018), Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models. Journal of the American Statistical Association, 113, 1656-1668. Supplementary Appendix. arXiv:1606.02931v2 Corrigendum.

7. Breunig, C., Mammen, E. and A., Simoni (2018). Nonparametric estimation in case of endogenous selection. Journal of Econometrics, 202, 268-185. 

6. Hoderlein, S., Nesheim L. and A., Simoni (2017), Semiparametric Estimation of Random Coefficients in Structural Economic Models, Econometric Theory, 33, 1265-1305. Supplementary Appendix.

5. Florens, J.P. and A., Simoni (2017), Introduction to the Special Issue on Inverse Problems in Econometrics, Annals of Economics and Statistics, 128, 1-3.

4. Florens, J.P. and A., Simoni (2016), Regularizing Priors for Linear Inverse Problems, Econometric Theory, 32, No. 1, 71-121.

3. Schenk, R., Johannes, J. and A., Simoni (2014), Adaptive Bayesian Estimation in Gaussian Sequence Space Models, in E.G. Bongiorno, A. Goia, E. Salinelli and P. Vieu, editors, Contributions in infinite-dimensional statistics and related topics, pp. 167-172, Società Editrice Esculapio.

2. Florens, J.P. and A., Simoni (2012), Nonparametric Estimation of an Instrumental Regression: a Quasi-Bayesian Approach Based on Regularized Posterior, Journal of Econometrics, 170, No. 2, 458-475.

1. Florens, J.P. and A., Simoni (2012), Regularized Posteriors in Linear Ill-posed Inverse Problems, Scandinavian Journal of Statistics, 39, No. 2, 214-235.

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Selected Research Papers

2. Mogliani, M. and A. Simoni (2024), Bayesian Bi-level Sparse Group Regressions for Macroeconomic Forecasting. Submitted. arXiv:2404.02671

1. Chib, S., Shin, M. and A. Simoni (2023), Regression Under Endogeneity: Bernstein-von Mises Theory and Bayes Factors Testing, submitted.