Guowei Cui

Huazhong University of Science and Technology

Wuhan, Hubei 430074

China

SCHOLARLY PAPERS

5

DOWNLOADS

684

SSRN CITATIONS
Rank 49,354

SSRN RANKINGS

Top 49,354

in Total Papers 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
Downloads 256 (180,647)
Citation 8

Abstract:

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Cryptocurrency; Market return; Size; Momentum; Factor model

2.

A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data

ISER DP No. 1037
Number of pages: 86 Posted: 07 Aug 2018 Last Revised: 27 Jan 2022
Huazhong University of Science and Technology, Hiroshima University, Kwansei Gakuin University - School of Business Administration and University of York - Department of Economics and Related Studies
Downloads 140 (309,028)
Citation 3

Abstract:

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panel data; slope heterogeneity; interactive effects; correlated random coefficients

3.

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
Downloads 126 (334,843)
Citation 2

Abstract:

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

4.

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, Lund University, affiliation not provided to SSRN and University of York - Department of Economics and Related Studies
Downloads 88 (427,530)

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

5.

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, affiliation not provided to SSRN and University of York - Department of Economics and Related Studies
Downloads 74 (472,834)
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