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Rachida Ouysse


This is information that was supplied by Rachida Ouysse in registering through RePEc. If you are Rachida Ouysse , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Rachida
Middle Name:
Last Name: Ouysse

RePEc Short-ID: pou17

Postal Address:


Center for Applied Economic Research (CAER)
UNSW Business School
UNSW (Australia)
Location: Sydney, Australia
Phone: +61 (2) 9385 3343
Fax: +61 (2) 9313 8591
Postal: Sydney NSW 2052
Handle: RePEc:edi:canswau (more details at EDIRC)


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Working papers

  1. Rachida Ouysse, 2013. "Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression," Discussion Papers 2013-04, School of Economics, The University of New South Wales.
  2. Rachida Ouysse, 2011. "Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models," Discussion Papers 2012-03, School of Economics, The University of New South Wales.
  3. Rachida Ouysse & Chris Nicholas, 2008. "Time Varying Determinants of Cross-Country Growth," Discussion Papers 2008-03, School of Economics, The University of New South Wales.
  4. Robert Kohn & Rachida Ouysse, 2007. "Bayesian Variable Selection of Risk Factors in the APT Model," Discussion Papers 2007-32, School of Economics, The University of New South Wales.


  1. Rachida Ouysse, 2011. "Computationally efficient approximation for the double bootstrap mean bias correction," Economics Bulletin, AccessEcon, vol. 31(3), pages 2388-2403.
  2. Ouysse, Rachida & Kohn, Robert, 2010. "Bayesian variable selection and model averaging in the arbitrage pricing theory model," Computational Statistics & Data Analysis, Elsevier, vol. 54(12), pages 3249-3268, December.
  3. Ouysse, Rachida, 2006. "Consistent variable selection in large panels when factors are observable," Journal of Multivariate Analysis, Elsevier, vol. 97(4), pages 946-984, April.
  4. Rachida Ouysse, 2006. "Introduction to the Mathematical and Statistical Foundations of Econometrics by Herman J. Bierens," The Economic Record, The Economic Society of Australia, vol. 82(257), pages 230-231, 06.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2013-06-16. Author is listed
  2. NEP-FMK: Financial Markets (1) 2008-02-09. Author is listed
  3. NEP-FOR: Forecasting (1) 2013-06-16. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2008-02-16. Author is listed
  5. NEP-ORE: Operations Research (1) 2008-02-09. Author is listed


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