Gareth Liu-Evans

RESEARCH papers

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

0044 (0)1517953126
My ideas.repec page
CV

A list of my research papers with links where possible.

Publications:

"Informality and bank stability", with S. Mitra. Economics Letters, September 2019.

"On the use of higher-order bias approximations for 2SLS and k-class estimators with non normal disturbances and many instruments", with G.D.A. Phillips. Econometrics and Statistics, April 2018.

"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:

"Improving the estimation and predictions of small 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"An alternative approach to approximating moments of least squares estimators", unpublished paper.

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RESEARCH papers