Details about Rachida Ouysse

Access statistics for papers by Rachida Ouysse.

Last updated 2022-03-03. Update your information in the RePEc Author Service.

Short-id: pou17

Working Papers

2020

1. Asset pricing with endogenous state-dependent risk aversion
   Discussion Papers, School of Economics, The University of New South Wales

2019

2. Constrained principal components estimation of large approximate factor models
   Discussion Papers, School of Economics, The University of New South Wales
   Also in Discussion Papers, School of Economics, The University of New South Wales (2017)

2013

3. 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

2011

4. 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 View citations (3)

2008

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

2007

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

Journal Articles

2021

1. House Price Forecasting from Investment Perspectives
   Land, 2021, 10, (10), 1-17 View citations (2)

2016

2. Bayesian model averaging and principal component regression forecasts in a data rich environment
   International Journal of Forecasting, 2016, 32, (3), 763-787 View citations (4)

2014

3. 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

2011

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

2010

5. Bayesian variable selection and model averaging in the arbitrage pricing theory model
   Computational Statistics & Data Analysis, 2010, 54, (12), 3249-3268 View citations (10)

2006

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