Access Statistics for Rachida Ouysse

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 5 185 1 1 20 533
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 1 36 1 1 11 119
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 4 109 2 4 15 190
Time Varying Determinants of Cross-Country Growth 0 0 0 51 0 0 3 151
Total Working Papers 0 0 10 381 4 6 49 993


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian model averaging and principal component regression forecasts in a data rich environment 1 1 1 1 2 5 13 13
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 2 44 1 3 10 153
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 1 26 1 1 9 104
Consistent variable selection in large panels when factors are observable 0 0 1 14 0 0 7 52
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 83 0 0 2 189
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 1 3 0 0 10 23
Total Journal Articles 1 1 6 171 4 9 51 534


Statistics updated 2017-01-03