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. 

Publications:


"Informality and bank stability", with S. Mitra.  Economics Letters, forthcoming.


"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.


Other papers and projects:

"A computational approach to improving estimation of parametric time series models".

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

The bias of the Modified Limited Information Maximum Likelihood Estimator (MLIML) in static simultaneous equation models, with G.D.A. Phillips.

Nowcasting industrial output - a high dimensional approach

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"An alternative approach to approximating moments of least squares estimators", unpublished paper.