Photo of Dr Gareth Liu-Evans

Dr Gareth Liu-Evans

Lecturer in Econometrics Economics

    Publications

    2019

    Informality and Bank Stability (Journal article)

    Liu-Evans, G., & Mitra, S. (2019). Informality and Bank Stability. Economics Letters, 182, 122-125. doi:10.1016/j.econlet.2019.06.012

    DOI: 10.1016/j.econlet.2019.06.012

    2018

    On the use of higher order bias approximations for 2SLS and k -class estimators with non-normal disturbances and many instruments (Journal article)

    Liu-Evans, G., & Phillips, G. D. A. (2018). On the use of higher order bias approximations for 2SLS and k -class estimators with non-normal disturbances and many instruments. Econometrics and Statistics, 6, 90-105. doi:10.1016/j.ecosta.2017.06.002

    DOI: 10.1016/j.ecosta.2017.06.002

    2016

    Approximating and reducing bias in 2SLS estimation of Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Journal article)

    Phillips, G., & Liu-Evans, G. (2016). Approximating and reducing bias in 2SLS estimation ofApproximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models. Computational Statistics and Data Analysis, 100, 734-762. doi:10.1016/j.csda.2015.11.011

    DOI: 10.1016/j.csda.2015.11.011

    2013

    Refined estimation of parametric models by functional approximation (Journal article)

    Liu-Evans, G. (2013). Refined estimation of parametric models by functional approximation.

    2012

    Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models (Journal article)

    Liu-Evans, G. D., & Phillips, G. D. A. (2012). Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models. Journal of Time Series Econometrics, 4(2). doi:10.1515/1941-1928.1122

    DOI: 10.1515/1941-1928.1122

    2010

    Essays on finite sample estimation in econometrics (Thesis / Dissertation)

    Liu-Evans, G. (2010). Essays on finite sample estimation in econometrics. (PhD Thesis, Cardiff University).