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 0 4 196 2 3 13 572
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 1 1 6 52 2 2 13 153
Constrained principal components estimation of large approximate factor models 0 1 5 63 0 2 9 43
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 1 4 119 1 3 12 224
Time Varying Determinants of Cross-Country Growth 0 0 4 60 1 2 8 168
Total Working Papers 1 3 23 490 6 12 55 1,160


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 7 0 1 3 49
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 1 53 0 0 4 182
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 1 32 0 0 3 123
Consistent variable selection in large panels when factors are observable 0 0 0 14 0 0 0 53
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 84 0 1 2 193
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 1 4 1 3 7 35
Total Journal Articles 0 0 4 194 1 5 19 635


Statistics updated 2020-11-03