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 3 188 2 3 11 544
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 1 2 4 40 1 3 9 128
Constrained principal components estimation of large approximate factor models 0 2 50 50 0 5 17 17
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 1 110 1 1 8 197
Time Varying Determinants of Cross-Country Growth 1 1 1 52 1 1 2 153
Total Working Papers 2 6 59 440 5 13 47 1,039


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 3 0 4 15 28
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 4 48 0 2 13 165
Computationally efficient approximation for the double bootstrap mean bias correction 1 1 4 30 1 1 8 112
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 0 3 26
Total Journal Articles 1 1 10 181 1 7 40 573


Statistics updated 2018-01-04