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
Asset pricing with endogenous state-dependent risk aversion 0 0 0 24 3 3 3 43
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 0 0 0 595
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 0 60 1 2 3 175
Constrained principal components estimation of large approximate factor models 0 0 0 11 0 1 2 21
Constrained principal components estimation of large approximate factor models 0 0 0 71 2 4 6 64
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 0 127 0 1 3 247
Time Varying Determinants of Cross-Country Growth 0 0 0 67 0 0 0 177
Total Working Papers 0 0 0 567 6 11 17 1,322


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 1 15 1 5 7 70
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 1 1 4 208
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 0 36 1 3 8 147
Consistent variable selection in large panels when factors are observable 0 0 0 15 0 1 1 63
House Price Forecasting from Investment Perspectives 1 1 1 7 2 3 7 25
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 87 3 3 4 205
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 0 5 0 0 2 49
Total Journal Articles 1 1 2 223 8 16 33 767


Statistics updated 2025-12-06