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 2 187 0 1 9 541
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 2 38 0 2 7 125
Constrained principal components estimation of large approximate factor models 0 1 48 48 0 2 12 12
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 1 110 0 0 10 196
Time Varying Determinants of Cross-Country Growth 0 0 0 51 0 0 1 152
Total Working Papers 0 1 53 434 0 5 39 1,026


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 1 3 3 0 4 16 24
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 1 4 48 1 4 13 163
Computationally efficient approximation for the double bootstrap mean bias correction 1 3 3 29 2 5 8 111
Consistent variable selection in large panels when factors are observable 0 0 0 14 0 0 0 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 0 1 3 26
Total Journal Articles 1 5 10 180 3 14 41 566


Statistics updated 2017-10-05