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 1 2 9 49
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 1 1 8 603
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 0 60 1 1 9 182
Constrained principal components estimation of large approximate factor models 0 0 0 11 1 3 6 26
Constrained principal components estimation of large approximate factor models 0 0 0 71 1 2 17 77
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 0 127 1 3 14 259
Time Varying Determinants of Cross-Country Growth 0 0 0 67 1 1 12 189
Total Working Papers 0 0 0 567 7 13 75 1,385


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 16 0 2 26 91
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 1 1 12 218
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 1 37 1 4 14 157
Consistent variable selection in large panels when factors are observable 0 0 0 15 0 0 6 68
House Price Forecasting from Investment Perspectives 0 0 1 7 0 1 10 31
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 87 0 0 5 207
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 0 5 0 0 10 59
Total Journal Articles 0 0 3 225 2 8 83 831


Statistics updated 2026-08-07