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 4 4 44
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 2 2 2 597
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 0 60 1 3 4 176
Constrained principal components estimation of large approximate factor models 0 0 0 71 0 4 6 64
Constrained principal components estimation of large approximate factor models 0 0 0 11 0 1 2 21
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 0 127 2 3 5 249
Time Varying Determinants of Cross-Country Growth 0 0 0 67 1 1 1 178
Total Working Papers 0 0 0 567 7 18 24 1,329


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 15 4 8 11 74
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 1 2 4 209
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 0 36 1 3 9 148
Consistent variable selection in large panels when factors are observable 0 0 0 15 1 2 2 64
House Price Forecasting from Investment Perspectives 0 1 1 7 1 4 8 26
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 87 0 3 4 205
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 0 5 1 1 3 50
Total Journal Articles 0 1 2 223 9 23 41 776


Statistics updated 2026-01-09