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Details about Rachida Ouysse

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Workplace:Center for Applied Economic Research (CAER), UNSW Business School, UNSW Sydney, (more information at EDIRC)

Access statistics for papers by Rachida Ouysse.

Last updated 2018-11-08. Update your information in the RePEc Author Service.

Short-id: pou17


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Working Papers

2017

  1. Constrained principal components estimation of large approximate factor models
    Discussion Papers, School of Economics, The University of New South Wales Downloads

2013

  1. Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression
    Discussion Papers, School of Economics, The University of New South Wales Downloads

2011

  1. Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (2)

2008

  1. Time Varying Determinants of Cross-Country Growth
    Discussion Papers, School of Economics, The University of New South Wales Downloads

2007

  1. Bayesian Variable Selection of Risk Factors in the APT Model
    Discussion Papers, School of Economics, The University of New South Wales Downloads View citations (1)

Journal Articles

2016

  1. Bayesian model averaging and principal component regression forecasts in a data rich environment
    International Journal of Forecasting, 2016, 32, (3), 763-787 Downloads View citations (3)

2014

  1. On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models
    Computational Statistics, 2014, 29, (1), 233-261 Downloads

2011

  1. Computationally efficient approximation for the double bootstrap mean bias correction
    Economics Bulletin, 2011, 31, (3), 2388-2403 Downloads

2010

  1. Bayesian variable selection and model averaging in the arbitrage pricing theory model
    Computational Statistics & Data Analysis, 2010, 54, (12), 3249-3268 Downloads View citations (9)

2006

  1. Consistent variable selection in large panels when factors are observable
    Journal of Multivariate Analysis, 2006, 97, (4), 946-984 Downloads View citations (3)
  2. Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens
    The Economic Record, 2006, 82, (257), 230-231 Downloads
 
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