David T. Frazier

Ph.D. Candidate

Department of Economics

University of North Carolina-Chapel Hill - Economics Department

David Frazier Contact Information

Address:         Cell:    (919) 923-7653
107 Gardner Hall, CB #3305         Email: frazdt@email.unc.edu
University of North Carolina at Chapel Hill     
Chapel Hill, NC 27599-3305

Fields of Specialization

Primary Fields: Econometrics, Applied Econometrics
Secondary Fields: Nonparametric Econometrics, Financial Econometrics

Research Summary

My current research interests lie in nonparametric and semiparametric econometrics and in the development of simple estimators for complex semiparametric models. I am particularly interested in the application of nonparametric and semiparametric methods to asset pricing. My empirical research interests are related to the analysis of the risk premium in financial markets, corporate credit risk and missing data models.

Research Statement