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Rachida Ouysse
The University Of New South Wales
 
School of Economics, John GoodSell Building
UNSW
Sydney, NSW 2052
Australia
 
rouysse@unsw.edu.au
 
 
Biographical Sketch:

The emphasis of my current work is on model selection in large panels and the related issues of inference and distributional properties of the model estimates when the dimensions of the panel are large. My interest is to address the relevance of macroeconomic forces in determining the financial markets dynamics. I am also looking at using the results from factor model literature in addressing empirical issues such as financial markets integration, particularly the Asia-Pacific market. On a different note, I am interested in looking into the properties of bootstrapping methods when the data exhibits time dependence. In light of the latter, re-address the Consumption Asset Pricing model. Recently, I have a new interest in Bayesian econometrics, my subject of interest are variable selection and shrinkage estimation.

 
 
 
JEL Areas:
C1 : Econometric and Statistical Methods: General
C5 : Econometric Modeling: General