Anna Simoni
Scholar

Anna Simoni

Google Scholar ID: aFM3WD0AAAAJ
CNRS and CREST, Ensae, Ecole Polytechnique
EconometricsMathematical StatisticsBayesian StatisticsFinancial EconometricsHigh dimensional econometrics
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Citations & Impact
All-time
Citations
396
 
H-index
10
 
i10-index
10
 
Publications
20
 
Co-authors
0
 
Contact
CVOpen ↗
Publications
3 items
Bayesian inference, on-line forecasting and model choice for large VAR models with Cholesky stochastic volatility
2026
Cited
0
Testing for Endogeneity: A Moment-Based Bayesian Approach
2026
Cited
0
Panel data models with randomly generated groups
2025
Cited
0
Resume
Academic Achievements
  • Associate Editor of the Journal of Econometrics; Fellow of Hi! Paris since September 2021; Fellow of the Institut Louis Bachelier since 2021; Member (Secretary) of the Economic Data Science Society since 2025; ANR Grant for the project: 'Moment Conditions Models and Bayesian Inference for Policy Evaluation' (December 2021-2026); Awarded the Bronze Medal by CNRS in 2019.
Research Experience
  • Senior researcher at CNRS and Professor at ENSAE and Ecole Polytechnique.
Education
  • PhD and HDR (French habilitation to supervise Ph.D. students) from Toulouse School of Economics.
Background
  • Senior researcher at the CNRS (French National Center of Scientific Research) affiliated at CREST, and Professor of Statistics and Econometrics at ENSAE and Ecole Polytechnique. Research Interests: Econometrics, Machine Learning, AI, High Dimensional Econometrics, Bayesian Inference, Google search and alternative data, semi- and non-parametric econometrics, nowcasting, mixed-frequency.
Miscellany
  • Contact: CREST UMR 9194, Campus École polytechnique, 5, Avenue Henry Le Chatelier, 91120 Palaiseau - France; Email: anna[dot]simoni[at]ensae[dot]fr