Anna SIMONI

Grade : Chargé de Recherche (CNRS)

Mail : anna.simoni[arrowbase]ensae.fr

ResearchEducationJobsBooksJournal articlesWork in progress

Research Interests

[haut]

Big Data and Inverse Problems, High-Dimensional Econometrics, Financial Econometrics, Theoretical Econometrics, Set Estimation, Bayesian statistics, Asymptotic Methods.

 

See my personal web-page: https://sites.google.com/site/simonianna/ and my CV.


Biography

Education

[haut]
PhD in Economics, Toulouse School of Economics, Universite Toulouse 1 Capitole (May 2009)
Major: Theoretical Econometrics
Thesis Title: Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

Jobs

[haut]
  • October 2012 -- : CNRS (French National Research Institute) Researcher (Charge de recherche CNRS - CR2).
  • September 2014 -- : Member of CREST and GRECSTA (UMR2773).
  • October 2012 -- August 2014: Researcher affiliated to THEMA - Universite de Cergy-Pontoise.
  • June 2012 -- March 2014: Member of the German-Swiss Research Group FOR916.
  • September 2009 -- September 2012: Assistant Professor of Statistics, Department of Decision Sciences, UNIVERSITA BOCCONI. 
  • September 2009 -- September 2012: Research affiliated to IGIER.


Publications

Books

[haut]
  • 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.

Journal articles

[haut]
  • 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.
  • Florens, J.P. and A., Simoni (2012), Regularized Posteriors in Linear Ill-posed Inverse ProblemsScandinavian Journal of Statistics, 39, No. 2, 214-235.
  • Florens, J.P. and A., Simoni (2014), Regularizing Priors for Linear Inverse Problems. Accepted for publication in Econometric Theory.
 


Work in progress

[haut]
  • Hoderlein, S., Nesheim L. and A., Simoni (2013), Semiparametric Estimation of Random Coefficients in Structural Economic Models, CEMMAP working paper, CWP09/12.
  • Liao, Y. and A., Simoni (2013), Posterior properties of the support function for set inference.
  • Breunig, C., Mammen, E. and A., Simoni (2014). Nonparametric estimation in case of endogenous selection.
  • Schenk, R., Johannes, J. and A., Simoni (2014), Adaptive Bayesian Estimation in Gaussian Sequence Space Models.
  • Florens, J-P. and A. Simoni (2015), Gaussian Processes and Bayesian moment estimation

For other papers see my personal web-page: https://sites.google.com/site/simonianna/


"Le centre de la Recherche en Économie et Statistique ne peut être tenu responsable pénalement des infractions aux lois que pourrait contenir cette page personnelle qui est sous la responsabilité de son auteur."