Bayesian variable selection and model averaging in the arbitrage pricing theory model. - Rachida Ouysse; Robert Kohn (Comput. Stat. Data Anal., 2010)

A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias. - Rachida Ouysse (Commun. Stat. Simul. Comput., 2013)

On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. - Rachida Ouysse (Comput. Stat., 2014)