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 1 191 0 1 3 552
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 2 45 0 0 5 137
Constrained principal components estimation of large approximate factor models 0 0 1 56 0 1 4 29
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 3 114 0 2 8 209
Time Varying Determinants of Cross-Country Growth 0 0 2 55 1 2 5 159
Total Working Papers 0 0 9 461 1 6 25 1,086


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 1 6 1 2 8 42
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 4 52 0 0 6 174
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 1 31 0 1 5 117
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 1 6 189 1 3 20 602


Statistics updated 2019-07-03