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 2 192 0 2 5 554
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 1 2 46 0 1 3 138
Constrained principal components estimation of large approximate factor models 0 1 2 57 0 3 7 32
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 1 4 115 0 2 10 211
Time Varying Determinants of Cross-Country Growth 0 1 3 56 0 2 6 160
Total Working Papers 0 5 13 466 0 10 31 1,095


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 6 1 3 10 44
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 3 52 1 2 6 176
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 0 31 1 2 6 119
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 0 190
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 0 3 0 0 1 27
Total Journal Articles 0 0 4 189 3 7 23 608


Statistics updated 2019-09-09