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 3 6 46
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 0 5 5 600
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 0 60 0 5 7 180
Constrained principal components estimation of large approximate factor models 0 0 0 11 0 2 3 23
Constrained principal components estimation of large approximate factor models 0 0 0 71 2 8 13 72
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 0 127 0 4 7 251
Time Varying Determinants of Cross-Country Growth 0 0 0 67 1 4 4 181
Total Working Papers 0 0 0 567 3 31 45 1,353


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 2 16 3 15 21 85
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 0 4 6 212
Computationally efficient approximation for the double bootstrap mean bias correction 1 1 1 37 3 4 12 151
Consistent variable selection in large panels when factors are observable 0 0 0 15 0 3 4 66
House Price Forecasting from Investment Perspectives 0 0 1 7 0 5 12 30
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 87 0 2 5 207
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 0 5 1 4 6 53
Total Journal Articles 1 2 4 225 7 37 66 804


Statistics updated 2026-03-04