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 1 3 187 0 2 11 540
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 2 38 0 0 6 123
Constrained principal components estimation of large approximate factor models 1 28 48 48 2 10 12 12
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 1 110 0 2 10 196
Time Varying Determinants of Cross-Country Growth 0 0 0 51 0 0 2 152
Total Working Papers 1 29 54 434 2 14 41 1,023


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 0 0 2 2 2 5 19 22
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 3 47 1 3 13 160
Computationally efficient approximation for the double bootstrap mean bias correction 1 1 1 27 1 1 5 107
Consistent variable selection in large panels when factors are observable 0 0 0 14 0 0 1 52
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 83 0 0 1 190
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 0 3 1 1 4 26
Total Journal Articles 1 1 6 176 5 10 43 557


Statistics updated 2017-08-03