Guowei Cui

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

Wuhan, Hubei 430074

China

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

SCHOLARLY PAPERS

5

DOWNLOADS

431

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (5)

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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

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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
Milda Norkute, Vasilis Sarafidis, Takashi Yamagata and Guowei Cui
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

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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
Guowei Cui, Kazuhiko Hayakawa, Shuichi Nagata and Takashi Yamagata
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
Guowei Cui, Vasilis Sarafidis and Takashi Yamagata
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

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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
Guowei Cui, Milda Norkute, Vasilis Sarafidis and Takashi Yamagata
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