Gareth Liu-Evans


Contact details:
gareth.liu.evans (at)

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.


"Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation systems", with G.D.A. Phillips.  Computational Statistics and Data Analysis, 2015.

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

Submissions and papers being revised:

"Financial development and (or?) Tax Enforcement in an Economy with Tax Evasion", with S. Mitra.

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

"The Robustness of the Higher-Order 2SLS and General k-Class Bias Approximations to Non-Normal Disturbances", with G.D.A. Phillips.
"An alternative approach to approximating moments of least squares estimators".

Other papers and projects:

"Back to Basics: a robust Trend Test and its Implications for the Prebisch Singer Hypothesis", with S. Pfaffenzeller and Y. Zhu.

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

"Investigating robustness of linear regressions to violations of homoscedasticity and normality", with O. Gossner and K. Schlag.