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 1 24 0 0 1 40
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 0 0 2 595
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 0 60 1 1 1 173
Constrained principal components estimation of large approximate factor models 0 0 0 71 0 1 3 59
Constrained principal components estimation of large approximate factor models 0 0 0 11 0 1 1 20
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 0 127 0 0 1 244
Time Varying Determinants of Cross-Country Growth 0 0 0 67 0 0 0 177
Total Working Papers 0 0 1 567 1 3 9 1,308


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 14 1 1 4 64
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 1 58 0 2 5 206
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 1 36 0 0 2 139
Consistent variable selection in large panels when factors are observable 0 0 0 15 0 0 2 62
House Price Forecasting from Investment Perspectives 0 0 2 6 0 0 3 18
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 87 1 1 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 0 1 47
Total Journal Articles 0 0 5 221 2 4 18 738


Statistics updated 2025-03-03