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 0 1 9 49
Bayesian Variable Selection of Risk Factors in the APT Model 0 0 0 207 0 1 8 603
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models 0 0 0 60 0 2 10 183
Constrained principal components estimation of large approximate factor models 0 0 0 71 0 1 17 77
Constrained principal components estimation of large approximate factor models 0 0 0 11 0 1 6 26
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression 0 0 0 127 0 1 13 259
Time Varying Determinants of Cross-Country Growth 0 0 0 67 0 1 12 189
Total Working Papers 0 0 0 567 0 8 75 1,386


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 16 0 1 26 92
Bayesian variable selection and model averaging in the arbitrage pricing theory model 0 0 0 58 0 1 11 218
Computationally efficient approximation for the double bootstrap mean bias correction 0 0 1 37 1 2 13 158
Consistent variable selection in large panels when factors are observable 0 0 0 15 0 0 6 68
House Price Forecasting from Investment Perspectives 0 0 1 7 0 1 10 32
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens 0 0 0 87 0 0 5 207
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models 0 0 0 5 1 1 11 60
Total Journal Articles 0 0 3 225 2 6 82 835


Statistics updated 2026-10-11