By Dr Rachida Ouysse

Journal articles

Ouysse R, 2021, 'Asset Pricing with Endogenous Beliefs-Dependent Risk Aversion', Journal of Financial Econometrics, http://dx.doi.org/10.1093/jjfinec/nbab003

Ouysse R, 2021, 'House Price Forecasting from Investment Perspectives', LAND, 10, pp. 1 - 17, https://www.mdpi.com/2073-445X/10/10/1009

Ouysse R, 2016, 'Bayesian model averaging and principal component regression forecasts in a data rich environment', International Journal of Forecasting, 32, pp. 763 - 787, http://dx.doi.org/10.1016/j.ijforecast.2015.11.015

Ouysse R, 2014, 'On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models: Moving block bootstrap inference under weak identification', Computational Statistics, 29, pp. 233 - 261, http://dx.doi.org/10.1007/s00180-013-0447-0

Ouysse R, 2014, 'On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models.', Comput. Stat., 29, pp. 233 - 261, http://dx.doi.org/10.1007/s00180-013-0447-0

Ouysse R, 2011, 'A fast iterated bootstrap procedure for approximating the small-sample bias', Communications in Statistics - Simulation and Computation, 42, pp. 1472 - 1494, http://dx.doi.org/10.1080/03610918.2012.667473

Ouysse R, 2011, 'Computationally efficient approximation for the double bootstrap mean bias correction', Economics Bulletin, 31, pp. 2388 - 2403, http://www.accessecon.com/Pubs/EB/2011/Volume31/EB-11-V31-I3-P214.pdf

Ouysse R; Kohn R, 2010, 'Bayesian Variable Selection and Model Averaging in the Arbitrage Pricing Theory Model', Computational Statistics and Data Analysis, 54, pp. 3249 - 3268, http://dx.doi.org/10.1016/j.csda.2009.09.034

Ouysse R, 2010, 'Finite Sample Properties of Bootstrap GMM for Nonlinear Conditional Moment Models', InterStat : statistics on the internet, http://interstat.statjournals.net/YEAR/2010/articles/1002002.pdf

Ouysse R, 2006, 'approximate Factor Models: Finite Sample Distributions', Journal of Statistical Computation and Simulation, 76, pp. 279 - 303

Ouysse R, 2006, 'Book Review: Introduction to the Mathematical and Statistical Foundations of Econometrics, by Herman J. Bierens (Cambridge University Press, Cambridge, 2004)', The Economic Record, 82, pp. 230 - 233

Ouysse R, 2006, 'Consistent Variable Selection in Large Panels when Factors are Observable', Journal of Multivariate Analysis, 97, pp. 946 - 984

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