Guowei Cui

Huazhong University of Science and Technology (Formerly Tongi Medical University)

Wuhan, Hubei 430074

China

SCHOLARLY PAPERS

5

DOWNLOADS

431

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

Common Risk Factors in the Returns on Cryptocurrencies

Number of pages: 25 Posted: 21 May 2019
Weiyi Liu, Xuan Liang and Guowei Cui
Capital University of Economics and Business - School of Finance, Australian National University (ANU), Research School of Finance, Actuarial Studies and Statistics and Huazhong University of Science and Technology (Formerly Tongi Medical University)
Downloads 193 (196,717)
Citation 8

Abstract:

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Cryptocurrency; Market return; Size; Momentum; Factor model

2.

Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

ISER Discussion Paper No. 1019
Number of pages: 98 Posted: 26 Feb 2018 Last Revised: 11 May 2019
Lund University, BI Norwegian Business School, University of York - Department of Economics and Related Studies and Huazhong University of Science and Technology (Formerly Tongi Medical University)
Downloads 104 (320,160)
Citation 2

Abstract:

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method of moments, dynamic panel data, cross-sectional dependence, factor model

3.

A Robust Approach to Heteroskedasticity, Error Serial Correlation and Slope Heterogeneity for Large Linear Panel Data Models with Interactive Effects

ISER DP No. 1037
Number of pages: 62 Posted: 07 Aug 2018 Last Revised: 28 Jun 2019
Huazhong University of Science and Technology (Formerly Tongi Medical University), Hiroshima University, Kwansei Gakuin University - School of Business Administration and University of York - Department of Economics and Related Studies
Downloads 88 (356,189)
Citation 3

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panel data, slope heterogeneity, interactive e¤ects, test for correlated random coefficients

4.

IV Estimation of Spatial Dynamic Panels with Interactive Effects: Large Sample Theory and an Application on Bank Attitude Toward Risk

Monash Business School, Working Paper 11/20, March 2020
Number of pages: 36 Posted: 29 Jul 2020
Huazhong University of Science and Technology (Formerly Tongi Medical University), affiliation not provided to SSRN and University of York - Department of Economics and Related Studies
Downloads 24 (613,051)
Citation 2

Abstract:

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Panel Data, Instrumental Variables, State Dependence, Social Interactions, Common Factors, Large N and T Asymptotics, Bank Risk Behavior, Capital Regulation

5.

Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects

ISER DP No. 1101, 2020
Number of pages: 74 Posted: 03 Nov 2020
Huazhong University of Science and Technology (Formerly Tongi Medical University), Lund University, affiliation not provided to SSRN and University of York - Department of Economics and Related Studies
Downloads 22 (626,820)

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Large Panel Data, Interactive Effects, Common Factors, Principal Components Analysis, Instrumental Variables