Items where authors include "Cui, Guowei"

Article

Cui, Guowei, Sarafidis, Vasilis and Yamagata, Takashi orcid.org/0000-0001-5949-8833 (2022) IV Estimation of Spatial Dynamic Panels with Interactive Effects:Large Sample Theory and an Application on Bank Attitude Toward Risk. Econometrics Journal. utac026. ISSN 1368-4221

Cui, Guowei, Hayakawa, Kazuhiko, Nagata, Shuichi et al. (1 more author) (2022) A robust approach to heteroskedasticity, error serial correlation and slope heterogeneity in linear models with interactive effects for large panel data. Journal of Business and Economic Statistics. ISSN 0735-0015

Cui, Guowei, Norkute, Milda, Sarafidis, Vasilis et al. (1 more author) (2022) Two-Stage Instrumental Variable Estimation of Linear Panel Data Models with Interactive Effects. Econometrics Journal. 340–361. ISSN 1368-4221

Norkute, Milda, Sarafidis, Vasilis, Yamagata, Takashi orcid.org/0000-0001-5949-8833 et al. (1 more author) (2021) Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. Journal of Econometrics. pp. 416-446. ISSN 0304-4076