20162023
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Personal profile

Biography

Research interests

Simulation-based inference in both the classical and Bayesian paradigm.

Financial Econometrics, with applications to asset pricing.

Nonparametric and semiparametric econometric modeling. 

Monash teaching commitment

ETC 1010: Data Modeling and Computing

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Projects 2017 2023

Research Output 2016 2020

Model misspecification in approximate Bayesian computation: consequences and diagnostics

Frazier, D. T., Robert, C. P. & Rousseau, J., 2020, (Accepted/In press) In : Journal of the Royal Statistical Society Series B-Statistical Methodology. 24 p.

Research output: Contribution to journalArticleResearchpeer-review

2 Citations (Scopus)

Approximate Bayesian forecasting

Frazier, D. T., Maneesoonthorn, W., Martin, G. M. & McCabe, B. P. M., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 521-539 19 p.

Research output: Contribution to journalArticleResearchpeer-review

A simple iterative Z-estimator for semiparametric models

Frazier, D. T., Feb 2019, In : Econometric Theory. 35, 1, p. 111-141 31 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Auxiliary likelihood-based approximate Bayesian computation in state space models

Martin, G. M., McCabe, B. P. M., Frazier, D. T., Maneesoonthorn, W. & Robert, C. P., 2019, In : Journal of Computational and Graphical Statistics. 28, 3, p. 508-522 15 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Indirect inference: which moments to match?

Frazier, D. T. & Renault, E., Mar 2019, In : Econometrics. 7, 1, 17 p., 14.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
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