Citation profile for Rachida Ouysse

Rachida Ouysse : Citation Profile

UNSW Sydney

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 1
   Journals where Rachida Ouysse has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 5 (21.74 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pou17
   Updated: 2024-12-03    RAS profile: 2022-03-03
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rachida Ouysse.

Is cited by:

Guidolin, Massimo (4)

Ravazzolo, Francesco (4)

Steel, Mark (3)

Modugno, Michele (3)

Reichlin, Lucrezia (2)

Giannone, Domenico (2)

Banbura, Marta (2)

Luciani, Matteo (1)

Salotti, Simone (1)

Wan, Alan (1)

Lozano-Espitia, Ignacio (1)

Cites to:

Reichlin, Lucrezia (13)

Bai, Jushan (12)

Watson, Mark (10)

Kohn, Robert (9)

Giannone, Domenico (9)

Ng, Serena (9)

Shiller, Robert (8)

Campbell, John (8)

MacKinnon, James (7)

Stock, James (7)

Steel, Mark (7)

Main data

Where Rachida Ouysse has published?

Working Papers Series with more than one paper published	# docs
Discussion Papers / School of Economics, The University of New South Wales	7

Recent works citing Rachida Ouysse (2024 and 2023)

Year	Title of citing document

Works by Rachida Ouysse:

Year	Title	Type	Cited
2006	Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens In: The Economic Record. [Full Text][Citation analysis]	article	0
2011	Computationally efficient approximation for the double bootstrap mean bias correction In: Economics Bulletin. [Full Text][Citation analysis]	article	0
2010	Bayesian variable selection and model averaging in the arbitrage pricing theory model In: Computational Statistics & Data Analysis. [Full Text][Citation analysis]	article	8
2016	Bayesian model averaging and principal component regression forecasts in a data rich environment In: International Journal of Forecasting. [Full Text][Citation analysis]	article	4
2006	Consistent variable selection in large panels when factors are observable In: Journal of Multivariate Analysis. [Full Text][Citation analysis]	article	1
2021	House Price Forecasting from Investment Perspectives In: Land. [Full Text][Citation analysis]	article	2
2014	On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models In: Computational Statistics. [Full Text][Citation analysis]	article	0
2007	Bayesian Variable Selection of Risk Factors in the APT Model In: Discussion Papers. [Full Text][Citation analysis]	paper	0
2008	Time Varying Determinants of Cross-Country Growth In: Discussion Papers. [Full Text][Citation analysis]	paper	0
2011	Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models. In: Discussion Papers. [Full Text][Citation analysis]	paper	3
2013	Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression In: Discussion Papers. [Full Text][Citation analysis]	paper	0
2017	Constrained principal components estimation of large approximate factor models In: Discussion Papers. [Full Text][Citation analysis]	paper	0
2019	Constrained principal components estimation of large approximate factor models.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2020	Asset pricing with endogenous state-dependent risk aversion In: Discussion Papers. [Full Text][Citation analysis]	paper	0