Dr Rachida Ouysse
Senior Lecturer

Dr Rachida Ouysse

Business School
School of Economics

I completed my PhD in Economics with specialisation in Econometrics at Boston College in 2003. Prior to joining UNSW, I held several teaching and research appointments at Boston College and University of Montreal. I have also been a visiting academic at the Risk Management Institute in Singapore, Department of Economics in San Diego USA, Department of Economics at University College Dublin, Ireland, and European Centre for Applied Research in Economics and Statistics (ECARES) in Brussels. 

My main research expertise is on modelling, estimating and making correct statistical analysis in big systems. Big-data presents technical challenges (hence curse of dimensionality) to the existing statistical tools that are used in economics and finance. My work falls in the new line of research that aims at turning this curse into a blessing. I have been published in top tier field journals. My contribution to the theoretical developments in econometrics has direct empirical implications. For example, a hedge fund manager wants to know what are the drivers of the market risk. Once these risk factors are identified, the hedge fund manager can build a portfolio to diversify away this risk. In big-data world, there are potentially hundreds/thousands of sources of systematic risk. The statistical tool I develop use this large volumes of information and selects the main key risk drivers without the fund manager having to make an uninformed ad-hoc guess. The technique is accurate and reliable and can be applied in many scenarios in Finance and Economics. Currently, I am working on identifying key drivers of growth in the real estate market in Australian Capital cities. For the Sydney area, the work is building a  big data spatial econometric model to uncover what drives the high premium some suburbs earn their homeowners.

In another. area interest, I have published in A* journal in Finance where I establish new evidence of dependence of risk aversion on the Business cycle. Aggregate risk aversion it seems does vary with periods of economic booms and busts. Consumers perception of risk and wiliness to engage in risky ventures is conditional of the health of the economy.

Statistical inference sometimes has to be performed in small samples and asymptotic tools are no longer reliable. I have expertise in using simulation methods like the Bootstrap to study the statistical properties of key estimators like the Generalized Method of Moments estimator in models of practical importance in consumer behaviours. These models include the rational expectation model of the consumption asset pricing model.

Research Interests:

  • Econometric Theory: Statistical Inference in High-Dimensional Factor Models, Bootstrap Methods, GMM Estimation, Bayesian Econometrics
  • Applied Econometrics: Forecasting with large number of predictors
  • Financial Econometrics: Arbitrage pricing theory model, Consumption CAPM

ASB Profile: http://www.asb.unsw.edu.au/schools/Pages/RachidaOuysse.aspx

 

Phone
93853321
Location
Room 441, Australian School of Business building
  • Journal articles | 2021
    Ouysse R, 2021, 'Asset Pricing with Endogenous Beliefs-Dependent Risk Aversion', Journal of Financial Econometrics, http://dx.doi.org/10.1093/jjfinec/nbab003
    Journal articles | 2016
    Ouysse R, 2016, 'Bayesian model averaging and principal component regression forecasts in a data rich environment', International Journal of Forecasting, vol. 32, pp. 763 - 787, http://dx.doi.org/10.1016/j.ijforecast.2015.11.015
    Journal articles | 2014
    Ouysse R, 2014, 'On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models.', Comput. Stat., vol. 29, pp. 233 - 261, http://dx.doi.org/10.1007/s00180-013-0447-0
    Journal articles | 2014
    Ouysse R, 2014, 'On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models: Moving block bootstrap inference under weak identification', Computational Statistics, vol. 29, pp. 233 - 261, http://dx.doi.org/10.1007/s00180-013-0447-0
    Journal articles | 2011
    Ouysse R, 2011, 'A fast iterated bootstrap procedure for approximating the small-sample bias', Communications in Statistics - Simulation and Computation, vol. 42, pp. 1472 - 1494, http://dx.doi.org/10.1080/03610918.2012.667473
    Journal articles | 2011
    Ouysse R, 2011, 'Computationally efficient approximation for the double bootstrap mean bias correction', Economics Bulletin, vol. 31, pp. 2388 - 2403, http://www.accessecon.com/Pubs/EB/2011/Volume31/EB-11-V31-I3-P214.pdf
    Journal articles | 2010
    Ouysse R, 2010, 'Finite Sample Properties of Bootstrap GMM for Nonlinear Conditional Moment Models', InterStat : statistics on the internet, http://interstat.statjournals.net/YEAR/2010/articles/1002002.pdf
    Journal articles | 2010
    Ouysse R; Kohn R, 2010, 'Bayesian Variable Selection and Model Averaging in the Arbitrage Pricing Theory Model', Computational Statistics and Data Analysis, vol. 54, pp. 3249 - 3268, http://dx.doi.org/10.1016/j.csda.2009.09.034
    Journal articles | 2006
    Ouysse R, 2006, 'Book Review: Introduction to the Mathematical and Statistical Foundations of Econometrics, by Herman J. Bierens (Cambridge University Press, Cambridge, 2004)', The Economic Record, vol. 82, pp. 230 - 233
    Journal articles | 2006
    Ouysse R, 2006, 'Consistent Variable Selection in Large Panels when Factors are Observable', Journal of Multivariate Analysis, vol. 97, pp. 946 - 984, http://dx.doi.org/10.1016/j.jmva.2005.07.003
    Journal articles | 2006
    Ouysse R, 2006, 'approximate Factor Models: Finite Sample Distributions', Journal of Statistical Computation and Simulation, vol. 76, pp. 279 - 303, http://dx.doi.org/10.1080/10629360500107964
  • Working Papers | 2021
    Shi S; Mangioni V; Ge J; Herath S; Ouysse R; Rabhi F, 2021, House Price Forecasting from Investment Perspectives, http://dx.doi.org
    Working Papers | 2020
    Ouysse R, 2020, Asset pricing with endogenous state-dependent risk aversion, http://dx.doi.org
    Working Papers | 2020
    Ouysse R, 2020, Constrained principal components estimation of large approximate factor models, http://dx.doi.org
    Working Papers | 2020
    Ouysse R, 2020, Housing prices predictability in a data rich environment: case of Austrlia’s Capital Cities, http://dx.doi.org
    Working Papers | 2013
    Ouysse R, 2013, Forecasting using a large number of predictors: Bayesian model averaging versus principal components regression, http://dx.doi.orghttp://econpapers.repec.org/paper/swewpaper/2013-04.htm
    Working Papers | 2012
    Ouysse R, 2012, Comparison of Bayesian moving Average and Principal Component Forecast for Large Dimensional Factor Models, http://dx.doi.orghttp://econpapers.repec.org/paper/swewpaper/2012-03.htm
    Working Papers | 2008
    Ouysse R, 2008, Time Varying Determinants of Cross-Country Growth, School of Economics, UNSW, Working Paper, School of Economics, UNSW, http://dx.doi.org
  • Conference Papers | 2019
    Ouysse R, 2019, 'Asset Pricing with endogenous state-dependent risk aversion', Rabat Morocco, presented at 2019 Africa Meeting of the Econometric Society, Rabat Morocco, 11 July 2019 - 13 July 2019
    Conference Papers | 2018
    Ouysse R, 2018, 'Constrained Principal Components Analysis of Large Approximate Factor Models', in Constrained Principal Components Analysis of Large Approximate Factor Models, North American Winter Meetings of the Econometric Society, Philadelphia, USA, presented at North American Winter Meetings of the Econometric Society, Philadelphia, USA, 05 January 2018 - 07 January 2018, https://assets.aeaweb.org/assets/production/files/6336.pdf
    Conference Papers | 2016
    Ouysse R, 2016, 'Efficient estimation of large approximate factor models using constrained principal components regression', in CFE-CMStatistics 2016, 10th International Conference on Computational and Financial Econometrics (CFE 2016), Seville, Spain, pp. 213 - 213, presented at 10th International Conference on Computational and Financial Econometrics (CFE 2016), Seville, Spain, 09 December 2016 - 11 December 2016, http://www.cfenetwork.org/CFE2016/docs/BoA%20CFE-CMStatistics%202016.pdf?20161110230038
    Conference Abstracts | 2015
    Ouysse R, 2015, 'Shrinkage PCA for ecient estimation of large approximate factor models', in 9th International Conference on Computational and Financial Econometrics (CFE 2015), 2015 - CFE and CMStatistics networks, pp. 133 - 133, presented at 9th International Conference on Computational and Financial Econometrics (CFE 2015), http://www.cfenetwork.org/CFE2015/docs/BoA%20CFE-CMStatistics%202015.pdf?20170207164601
    Conference Papers | 2014
    Ouysse R, 2014, 'Forecasting in a Data Rich Environment: Bayesian model averaging and principal components regression', in Forecasting in a Data Rich Environment: Bayesian model averaging and principal components regression, 8th International Conference on Computational and Financial Econometrics (CFE 2014), Pisa, Italy, pp. 72 - 73, presented at 8th International Conference on Computational and Financial Econometrics (CFE 2014), Pisa, Italy, 06 December 2014 - 08 December 2012, http://www.cfenetwork.org/CFE2014/docs/BoA%20CFE-ERCIM%202014.pdf
    Conference Posters | 2013
    Ouysse R, 2013, 'Bayesian model averaging and principal component regression forecasts in a data rich environment', Vienna, Austria, presented at 1st Vienna Workshop on High-Dimensional Time Series in Macroeconomics and Finance, Vienna, Austria, 08 June 2013 - 10 June 2013, http://www.ihs.ac.at/conferences/timeseries/index.html
    Conference Presentations | 2012
    Ouysse R, 2012, 'Comparison of Bayesian Moving Average and Principal Component Forecasts for Large Dimensional Factor Models', presented at 2012/22nd NZESG Meeting, Wellington, New Zealand, 23 February 2012 - 24 February 2012
    Conference Presentations | 2012
    Ouysse R, 2012, 'Efficientestimationofhighdimensionalfactormodelsundercrosssectionaldependence', presented at 6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012), Oviedo, Spain, 01 December 2012 - 03 December 2012, http://www.cfe-csda.org/cfe12/BoA.pdf
    Conference Papers | 2011
    Ouysse R, 2011, 'Comparison of Bayesian Moving Average and Principal Component Forecasts for Large Dimensional Factor Models', in MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty, Modelling and Simulation Society, Australian National University, Canberra, ACT, Australia, pp. 1624 - 1630, presented at MODSIM 2011 - 19th International Congress on Modelling and Simulation - Sustaining Our Future: Understanding and Living with Uncertainty, Perth, WA, 12 December 2011 - 16 December 2011, http://www.mssanz.org.au/modsim2011/D10/ouysse.pdf
    Conference Papers | 2010
    Ouysse R, 2010, 'Efficient estimation of high dimensional factor models under cross sectional dependence', in Efficient estimation of high dimensional factor models under cross sectional dependence, Computational and Financial Econometrics, London, presented at Computational and Financial Econometrics, London, 10 December 2010 - 12 December 2010
    Conference Presentations | 2010
    Ouysse R, 2010, 'New Evidence on the time varying risk aversion from a dynamic multinomial logit augmented C-CAPM', presented at Australian Conference of Economists, Sydney, 27 September 2010 - 29 September 2010
    Conference Papers | 2009
    Ouysse R, 2009, 'Fast Iterated Bootstrap for Mean Bias Correction', in Proceedings of the 2009 NZESG Workshop, University of Canterbury, Christchurch, presented at NZESG, Christchurch
    Conference Presentations | 2008
    Ouysse R, 2008, 'Finite Sample Properties of the Dependent Bootstrap for Conditional moments Models', presented at 2nd International Workshop on Computational and Financial Economics, Neuchatel, Switzerland, 19 June 2008 - 21 June 2008
    Conference Papers | 2008
    Ouysse R; Kohn R, 2008, 'Bayesian Selection of Risk Factors and Estimation of Factor Betas and Risk Premiums in the APT model', in FEMES-SAMES 2008, Far Eastern Meeting of the Econometric Society, Singapore, pp. 1 - 29, presented at Far Eastern Meeting of the Econometric Society, Singapore, 16 July 2008 - 19 July 2008
    Conference Papers | 2007
    Ouysse R, 2007, 'Finite Sample Properties of the Dependent Bootstrap for Conditional Moment Models: Case of GMM Estimation', in Finite Sample Properties of the Dependent Bootstrap for Conditional Moment Models: Case of GMM Estimation, Finite Sample Properties of the Dependent Bootstrap for Conditional Moment Models: Case of GMM Estimation, presented at Finite Sample Properties of the Dependent Bootstrap for Conditional Moment Models: Case of GMM Estimation
    Conference Papers | 2007
    Ouysse R, 2007, 'Finite sample properties of the dependent bootstrap for conditional moment models', in 36th Australian Conference of Economists, 36th Australian Conference of Economists, Hobart, presented at 36th Australian Conference of Economists, Hobart, 24 September 2007 - 26 September 2007
    Conference Papers | 2007
    Ouysse R; Kohn R, 2007, 'Bayesian variable Selecton of Risk Factors in the APT model', in Bayesian Variable Selection of Risk Factors in the APT model, Bayesian Variable Selection of Risk Factors in the APT model, presented at Bayesian Variable Selection of Risk Factors in the APT model
    Other | 2006
    Ouysse R, 2006, Book Review: Introduction to the mathematical and statistical foundations of econometrics, Blackwell Publishing
    Preprints |
    Ouysse R, Asset Pricing with Endogenous State-Dependent Risk Aversion, http://dx.doi.org/10.2139/ssrn.3536084
    Preprints |
    Ouysse R, Constrained Principal Components Estimation of Large Approximate Factor Models, http://dx.doi.org/10.2139/ssrn.2956211
    Preprints |
    Ouysse R, Forecasting Using a Large Number of Predictors: Bayesian Model Averaging Versus Principal Components Regression, http://dx.doi.org/10.2139/ssrn.2250902

  • Landcom (NSW Government) funded project: Review and development of a predictive model for the Sydney housing market, 2018-2019, ($35, 000)
  • Business School Research Grant, UNSW, 2018 ($10, 000)
  • ARC Project Booster Grant, Economics UNSW, 2017 ($5,000)
  • ARC Application Incentive Funding, ASB, UNSW, 2010-2013-2016 ($2, 000) Contestable Funding for International Strategic Projects, UNSW, 2012 ($30,000)
  • Australian School of Business Research Grant (ASBRG), UNSW, 2009 ($16,000)
  • Special Research Grant (SRG), UNSW, 2004-07 ($5,000, $3,000, $4,000, $4,000)
  • 2003: Center for Applied Economic Research CAER, UNSW, $3000
  • 2003: Faculty Research Grant Program (FRGP), UNSW, $ 15,000
  • Center for Applied Economic Research Grant CAER, 2003
  • Faculty Research Grant Program (FRGP), UNSW 2003 ($30, 000)
  • Best Paper Award, V IIth Spring Meeting of Young Economists
  • Doctoral Fellowship, Boston College, 1997-2002
  • H. Michael Mann Summer Dissertation Award, Boston College, 2000 Dissertation Award, Boston College, 2001
  • Thesis Proposal Award, Boston College, 2001
  • Excellence Bourse, University of Montreal, 1997
  • Full Scholarship, Canadian International Development Agency, 1995-1997

Certificate of Outstanding Contribution in Reviewing, Emerging Markets Review, 2018

Best Paper Award, V IIth Spring Meeting of Young Economists

Journal Publications
(1) Ouysse, R., 2021. Asset pricing with endogenous beliefs-dependent risk aversion. Journal of Financial Econometrics, Accepted Jan 2021 [A*]

(2) Ouysse, R., 2016. Bayesian model averaging and principal component regression forecasts in a data rich environment. International Journal of Forecasting, 32(3), pages 763-787. [Q1, IF 1.33, 5YIF 1.94, 87/333, cited 5, SSRN 230]

(3) Ouysse, R., 2014. On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models: Moving block boot- strap infer- ence under weak identification. Computational Statistics, 29(1-2), pages: 233-261.[Q2, IF 0.403, 5YIF 0.558, SSRN 14]

(4) Ouysse, R., 2013. A fast iterated bootstrap procedure for approximating the small- sample bias. Communications in Statistics - Simulation and Computation, 42(7), pages: 1472-1494.

(5) Ouysse, R., 2011. Computationally efficient approximation for the double bootstrap mean bias correction. Economics Bulletin, 31(3) pages: 2388-2403.cited 3

(6) Ouysse, R and Kohn, R., 2010. Bayesian Selection of Risk Factors and Estimation of Factor Betas and Risk Premiums in the APT model. Computational Statistics and Data Analysis, 54, pages: 3249-3268.[Q1, IF 1.40, 5YIF 1.51, 34/122 cited 18, SSRN 791]

(7) Ouysse, R., 2010. Finite Sample Properties of Bootstrap GMM for Nonlinear Con- ditional Moment Models, InterStat Journal.

(8) Ouysse, R., 2006. Consistent Variable Selection in Large Panels when Factors are Observable. Journal of Multivariate Analysis, 97: 946-984.[Q1, IF 0.934 5YIF 1.153, 50/122, cited 12, SSRN 45]

(9) Ouysse, R., 2006. Approximate Factor Models: Finite Sample Distributions. Journal of Statistical Computation and Simulation, 76(4), pages: 279-303. Cited 2.

(10) Ouysse, R. Constrained principal components estimation of large approximate factor models. Journal of Econometrics (A*).

(11) Ouysse, R. Asset pricing with endogenous state-dependent risk aversion. Journal of Financial Econometrics (A*). Revision Due Feb 2020.

(12) Ouysse, R. Constrained principal components estimation of large approximate factor models. Journal of Applied Econometrics (A*)

(13) Ouysse, R. Predictability of Housing Prices in the Australian Capital Cities in a data rich environment. J ournal of Housing Economics (A)

(14) Ouysse, R.& Shi, S. & Mangionia, V. & Ge, J. & Heratha, S. & Rabhi, F. House Price Forecasting from Investment Perspectives

(15) Ouysse, R. & Chang, C. Consistent Estimation and Valid Inference for Dynamic Panel Data Models: Theory and Application to Latent Carbon Emissions Prices.
Note Abstract Submitted to Special Issue of Journal of Econometrics (A*).

(16) Ouysse, R. A Study of the distribution of Model Space under the Ridge and G-prior: Simulation and Application to Growth Data.

In Progress

(17) Ouysse, R., Bayesian Model Selection in Hybrid Factor model: Application to Arbitrage Pricing Theory Model.

(18) Ouysse, R., Consistency of the g-prior in multivariate regression models.

(19) Ouysse, R.& Qian, M., New Test for Endogeneity in Exactly Identified Instru- mental Variable Model.
Book Chapter. Ouysse, R., 2019 Estimation of Common Factors by Principal Com- ponents, Partial Least Squares, and related methods, in M acroeconomic Forecasting in the Era of Big Data. Editors Koop, G., Matyas, L. & Fuleky, P., to be published in the “Ad- vanced Studies in Theoretical and Applied Econometrics” series by Springer.

Ouysse, R., 2006. Book review of “Introduction to the Theory of Econometrics”, by Jan R. Magnus, VU University Press.

Ouysse, R., 2006. Book review on “Introduction to the Mathematical and Statistical Foundations of Econometrics”, Herman J. Bierens, Cambridge University Press, Economic Record, 82, pages:230-231.

Ouysse, R. 2013. Forecasting using a large number of predictors: Bayesian model averag- ing versus principal components regression Ouysse, R. 2009. “Fast Iterated Bootstrap for Mean Bias Correction,” Proceedings of 2009 NZESG Workshop, University of Canterbury, Christchurch, New Zealand.

Ouysse, R., Nicholas, C. 2008. “Time Varying Determinants of Cross-Country Growth,” UNSW School of Economics Discussion paper 2008/03.

Ouysse, R. 2007. “ Finite Sample Properties of the Dependent Bootstrap for Conditional Moment Models,” Proceedings of 36th Australian Conference of Economists, Hobart, Tas- mania.
Ouysse, R. 2005. “Sampling Properties of Block Bootstrap in Non-linear Rational Expec- tations Models: Case of Consumption Asset Pricing Model,” Proceedings of 34th Australian Conference of Economists, Melbourne, Australia.

 

Invited Seminars

  • UNU-CRIS (United Nations University Comparative Regional Integration Studies), Bruges, Belgium, 2018
  • SHERPA (Study Hive for Economic Research and Public Policy Analysis) University of Ghent, Belgium,  2018
  • UNAM (National Autonomous University of Mexico), Institute of Geography, Mexico, 2018
  • Department of Econometrics and Business Statistics, Monash University 2017
  • Department of Economics, Macquarie University 2017
  • Department of Economics, Auckland University 2017
  • School of Mathematics and Statistics, UNSW 2017
  • School of Mathematics and Statistics, UNSW 2016
  • Department of Economics, University of Ghent, Belgium 2015
  • Department of Econometrics and Business Statistics, Monash University 2014
  • School of Mathematics and Statistics, UNSW 2014
  • Department of Econometrics and Business Statistics, Monash University 2013
  • Dipartimento di Economiae Finanza, Universit`a di Roma ’Tor Vergata’, Rome, Italy, 2013
  • European Center for Applied Research in Economics and Statistics (ECARES), Belgium, 2013
  • European Center for Applied Research in Economics and Statistics (ECARES) 2009 (November)
  • School of Mathematics and Statistics, UNSW 2009
  • CentER Applied Research, Tilburg University (October) 2009
  • Department of Econometrics and Business Statistics, Monash University (September 2009)
  • Risk Management Institute (NUS, Singapore), Singapore Management University 2008
  • Rady School of Management (UCSD, USA), 2006
  • University College Dublin (Ireland), 2006
  • University of Alicante (Spain), 2006
  • School of Economics, University of Sydney 2004
  • Econometrics and Business Statistics (Monash, Australia), 2003
  • Australian National University, Macquarie University, 2003

Conference Presentations

  • AFES2019: Africa Meeting of the Econometric Society, Rabat, Morocco 2019
  • EcoSta2018: 2nd International Conference on Econometrics and Statistics, Hong 2018 Kong
  • SETA 2018: The 14th International Symposium on Econometric Theory and Applications, University of Sydney
  • Econometric Society Meetings & North American Winter Meeting at the ASSA, 2018 Philadelphia, USA 2018
  • World Statistics Congress ISIS-2017, Marrakech, Morocco 2017
  • International Panel Data Conference (IPDC), Thessaloniki, Greece 2017
  • 10th International Conference on Computational and financial Econometrics (CFE), 2016 Seville
  • 9th International Conference on Computational and financial Econometrics (CFE), 2015 London
  • 8th International Conference on Computational and financial Econometrics (CFE), 2014 Pisa
  • 19th International Panel Data Conference, London 2013
  • First Vienna Workshop on High-Dimensional Time Series in Macroeconomics and 2013 finance, Vienna
  • New Zealand Econometric Study Croup Workshop (Christchurch), Econometric 2009
  • Society Australasian Meeting (Canberra), Computing in Economics and Finance (Sydney) 2009
  • Far East and South Asia Meeting of the Econometric Society (Tokyo, Japan). 2009
  • Computational and Financial Econometrics (October Limassol, Cyprus)
  • Computational and Financial Econometrics (Neuchaˆtel, Switzerland) 2008
  • Western Economic Association Meeting (Honolulu, Hawaii), Far East Econometric Society Meeting (Singapore). 2008
  • Australian Conference of Economists (Hobart) 2007
  • Spring Meeting of Young Economists (Seville, Spain), (E C )2 Conference (Rotterdam, Netherlands), 2007
  • Econometric Society Australasian Meeting (Alice Spring), 2007
  • Australian Conference of Economists (Perth), 2007
  • Australian Conference of Economists (Melbourne) 2005
  • Econometric Society Australasian Meeting (Melbourne) 2004
  • Brazilian Econometric Society (Porto Seguro, Brazil) 2003
  • (EC)2 Conference (Bologna, Italy) 2002

 

Professional Service

  • 2020- Master of Commerce Coordinator;
  • 2018-2020 Acting Member of the Academic Integrity Committee;
  • 2017- Acting Chair of the Academic Integrity Committee;
  • 2016- Organizer (sole):  3nd Sydney SERG Econometric Theory Workshop; 2015- Co-organizer of the 2nd Sydney Econometric Theory Workshop;
  • 2012- Organizer (sole): 1th Sydney Econometric Theory Workshop; 2010-Present Co-Founder of the Sydney Econometric Study Group;
  • 2011 Coordinator of Peer Assisted Support Scheme (PASS);
  • 2015, 2013, 2012 Co-organizer of WEE, Workshop on Emerging Economies; 2
  • 003-2005 Internal Seminar organizer. School of Economics, UNSW.

My Teaching

Learning and Teaching Qualifications

(1) UNSW Graduate Certificate in University Learning and Teaching, January 2015- December 2016.

(2) UNSW Foundations of University Learning and Teaching (FULT), 2006

Present. Teaching

Term 1 2021

  • ECON1203 Business and Economic Statistics
  • ECON3209 Statistics for Econometrics

Previously

Course Taught Year Level
  1. Econometric Analysis ECON6003
  2. Financial Econometrics ECON3206
  3. Business & Economic Statistics ECON1203
  4. Applied Econometric methods ECON3208
  5. Introductory Econometrics ECON2206 S
  6. tatistics and Data Analysis ECON5257 S
  7. Statistics for Econometrics
  8. Econometric Methods ECON3203
  9. Econometric Theory
  10. Data, Models and Decisions
  11. Business Forecasting
  12. Quantitative Methods A
  • 2011-2012
  • 2016-2018
  • 2015-2018
  • 2011-2016
  • 2012-2014
  • 2010
  • 2005, 2007-2010 2010
  • 2002-08
  • 2006-08
  • 2003-05
  • 2007-09
  • Honours & Ph.D
  • Undergraduate
  • Undergraduate
  • Undergraduate
  • Undergraduate
  • MA
  •  
  • Undergraduate
  • Honours
  • MA
  • Undergraduate
  • Undergraduate