Gareth Liu-Evans

RESEARCH papers

 
Contact details:
gareth.liu.evans (at)
gmail.com

0044 (0)1517953126
My ideas.repec page

    
A list of my research papers with links where possible.  This is also where I am going to put code for my papers.

Publications:



"Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation systems", with G.D.A. Phillips.  Computational Statistics and Data Analysis, August 2016.

"Bootstrap, Jackknife and COLS: bias and mean squared error in estimating ARX models", with G.D.A. Phillips.  Journal of Time Series Econometrics, November 2012.

Submissions and papers being revised:

"Back to Basics?  Robust Tests and their Implications for the Prebisch Singer Hypothesis and Economic Growth", with S. Pfaffenzeller and Y. Zhu.

"Tax Enforcement and Welfare", with S. Mitra.

"Refined and risk-adjusted estimation of parametric models by functional approximation".  

Other papers and projects:

"The Robustness of the 2SLS Moment Approximations to Non-Normal Disturbances", with G.D.A. Phillips.

"An alternative approach to approximating moments of least squares estimators", unpublished paper.