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 0 0 0 40
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 0 0 1 595
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 0 60 0 0 1 173
Constrained principal components estimation of large approximate factor models 0 0 0 11 0 0 1 20
Constrained principal components estimation of large approximate factor models 0 0 0 71 0 1 2 60
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 0 127 1 1 3 246
Time Varying Determinants of Cross-Country Growth 0 0 0 67 0 0 0 177
Total Working Papers 0 0 0 567 1 2 8 1,311


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 0 0 3 65
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 1 1 5 207
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 0 36 1 3 5 144
Consistent variable selection in large panels when factors are observable 0 0 0 15 0 0 1 62
House Price Forecasting from Investment Perspectives 0 0 0 6 1 2 4 22
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 87 0 0 1 202
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 0 5 0 2 3 49
Total Journal Articles 0 0 1 222 3 8 22 751


Statistics updated 2025-09-05