20162019
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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 2019

Research Output 2016 2019

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., 12 Apr 2018, (Accepted/In press) In : Econometric Theory. 31 p.

Research output: Contribution to journalArticleResearchpeer-review

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

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., 18 Dec 2018, (Accepted/In press) In : Journal of Computational and Graphical Statistics. 34 p.

Research output: Contribution to journalArticleResearchpeer-review

Indirect Inference with endogenously missing exogenous variables

Chaudhuri, S., Frazier, D. T. & Renault, E., 1 Jul 2018, In : Journal of Econometrics. 205, p. 55-75 21 p.

Research output: Contribution to journalArticleResearchpeer-review