Denzil G. Fiebig | ARC Centre of Excellence for Mathematical and Statistical Frontiers

Professor, Professor

UNSW Sydney

Research Interests:

Big Data

Econometrics

Healthcare Modelling

Qualifications:

PhD, University of Southern California

Master of Commerce (Hons), UNSW

Bachelor of Commerce (Hons), UNSW

Projects

Flexible Bayesian Methods for time series and longitudinal panel data models

Many statistical applications use models that incorporate latent variables. For example, random effect panel data models, use latent variables to account for dependence between observations. State space models whose latent variables follow a Markov process, are used in economics, finance, and engineering.

Publications

Journal Articles

2019

Chin, V., Gunawan D., Fiebig D. G., Kohn R., & Sisson S. (2019). Efficient data augmentation for multivariate probit models with panel data: An application to general practitioner decision-making about contraceptives. arXiv. arXiv:1806.07274v2.

2017

Gunawan, D., Carter C., Fiebig D. G., & Kohn R. (2017). Efficient Bayesian Estimation for Flexible Panel Models for Multivariate Outcomes: Impact of Life events on mental health and excessive alcohol consumption.

Gunawan, D., Carter C., Fiebig D. G., & Kohn R. (2017). Efficient Bayesian Estimation for Flexible Panel Models for Multivariate Outcomes: Impact of life events on mental health and excessive alcohol consumption.

Lancsar, E., Fiebig D. G., & Hole A. Risa (2017). Discrete Choice Experiments: A Guide to Model Specification, Estimation and Software. PharmacoEconomics. 35(7), 697 - 716. doi: 10.1007/s40273-017-0506-4

Fiebig, D. G., & Johar M. (2017). Forecasting with Micro Panels: The Case of Health Care Costs. Journal of Forecasting. 36(1), 1 - 15. doi: 10.1002/for.v36.1,10.1002/for.2409

Fiebig, D. G. (2017). Big Data: Will It Improve Patient-Centered Care?. The Patient - Patient-Centered Outcomes Research. 10(2), 133 - 139. doi: 10.1007/s40271-016-0201-0