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Selected publications . Bayesian Variable Selection and Model Averaging in the Arbitrage Pricing Theory Model (with Robert Kohn), Computational Statistics and Data Analysis 2010, 54 ...
Rachida Ouysse Contact Information School of Economics Phone: (+612) 93853321 Australian School of Business Fax: (+612) 93136337 University of New South Wales E-mail: rouysse@unsw.edu.au ...
Finite Sample Properties of the Dependent Bootstrap for Conditional Moment Models Rachida Ouysse PRELIMINARY AND INCOMPLETE September 6,2006 Abstract This paper assesses the finite ...
Rachida Ouysse 9 †The Asymptotic CDFG 1 ( ¿;F 0) ofT n satisflessup ¿ jG n ( ¿;F 0) ¡G 1 ( ¿;F 0) j = O ¡ n ¡ 1 = 2 ¢. †The bootstrap CDFG n ( ¿;F n) provides a good approximation for the ...
Christopher Nicholas: Thesis title: Growth and Model Selection: Supervisor: Rachida Ouysse
Selected publications . Bayesian Variable Selection and Model Averaging in the Arbitrage Pricing Theory Model (with Robert Kohn), Computational Statistics and Data Analysis ...
Rachida Ouysse Contact Information School of Economics Phone: (+612) 93853321 Australian School of Business Fax: (+612) 93136337 University of New South Wales E-mail: rouysse ...
Finite Sample Properties of the Dependent Bootstrap for Conditional Moment Models Rachida Ouysse PRELIMINARY AND INCOMPLETE September 6,2006 Abstract This paper assesses the ...
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