20162022
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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 2022

Research Output 2016 2019

1 Citation (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)

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
File

Indirect inference with a non-smooth criterion function

Frazier, D. T., Oka, T. & Zhu, D., 2019, (Accepted/In press) In : Journal of Econometrics. 23 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Asymptotic properties of approximate Bayesian computation

Frazier, D. T., Martin, G. M., Robert, C. P. & Rousseau, J., Sep 2018, In : Biometrika. 105, 3, p. 593-607 15 p.

Research output: Contribution to journalArticleResearchpeer-review