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 2 192 3 6 13 562
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 2 46 0 2 6 141
Constrained principal components estimation of large approximate factor models 0 1 3 58 0 1 8 34
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 2 115 2 3 10 215
Time Varying Determinants of Cross-Country Growth 0 0 3 56 0 1 7 161
Total Working Papers 0 1 12 467 5 13 44 1,113


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 0 1 9 46
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 2 52 0 2 7 179
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 0 31 0 1 5 121
Consistent variable selection in large panels when factors are observable 0 0 0 14 0 1 1 53
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 1 1 84 1 2 2 192
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 28
Total Journal Articles 0 1 4 190 1 7 25 619


Statistics updated 2020-01-03