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, 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.