David Frazier

David Frazier is a Professor in the Department of Econometrics & Business Statistics at Monash University, specializing in simulation-based inference, financial econometrics, and nonparametric/semiparametric modeling. He teaches ETC 1010: Data Modeling and Computing. His research focuses on robust statistical methods, Bayesian computation, and model misspecification. Key projects include 'Consequences of Model Misspecification in Approximate Bayesian Computation' (2020-2025) and 'Loss-based Bayesian Prediction' (2020-2025). Recent work addresses forecasting in misspecified models, weak identification in econometric frameworks, and robust variational Bayes techniques. His contributions align with UN Sustainable Development Goals related to economic and environmental sustainability.

• Projects: 4 active/funded projects with ARC, Brown University, and international collaborators.
• Publications: Over 37 peer-reviewed articles in journals like the Journal of the American Statistical Association and Journal of Econometrics.

Research interests include advancing Bayesian methodologies for complex models, with applications in asset pricing and economic forecasting. His work emphasizes reliability in statistical inference under model uncertainty and computational efficiency.