Rachida Ouysse
Names
| first: | Rachida |
| last: | Ouysse |
Contact
| email: |
Affiliations
-
UNSW Sydney
→ UNSW Business School
→ Center for Applied Economic Research (CAER)
- website
- location: Sydney, Australia
Research profile
author of:
-
Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens
by Rachida Ouysse -
Bayesian Variable Selection of Risk Factors in the APT Model
by Robert Kohn & Rachida Ouysse -
Time Varying Determinants of Cross-Country Growth
by Rachida Ouysse & Chris Nicholas -
Consistent variable selection in large panels when factors are observable
by Ouysse, Rachida -
Bayesian variable selection and model averaging in the arbitrage pricing theory model
by Ouysse, Rachida & Kohn, Robert -
Computationally efficient approximation for the double bootstrap mean bias correction
by Rachida Ouysse -
Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models.
by Rachida Ouysse -
Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression
by Rachida Ouysse -
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models
by Rachida Ouysse -
Bayesian model averaging and principal component regression forecasts in a data rich environment
by Ouysse, Rachida -
Constrained principal components estimation of large approximate factor models
by Rachida Ouysse