Dr Guangjie Li

Articles

• Luintel, K. B., Li, G. and Khan, M. 2024. The threshold effect of finance on growth: Reassessing the burden of evidence. Open Economies Review 35, pp. 887-953. (10.1007/s11079-024-09757-6)
• Luintel, K. B., Khan, M., Leon-Gonzalez, R. and Li, G. 2016. Financial development, structure and growth: new data, method and results. Journal of International Financial Markets, Institutions and Money 43, pp. 95-112. (10.1016/j.intfin.2016.04.002)
• Li, G. 2015. A stochastic frontier model with structural breaks in efficiency and technology. Empirical Economics 49(1), pp. 131-159. (10.1007/s00181-014-0852-4)
• Li, G. 2015. Consistency in estimation and model selection of dynamic panel data models with fixed effects. Econometrics 3(3), pp. 494-524. (10.3390/econometrics3030494)
• Li, G. 2011. The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence. Applied Financial Economics 21(11), pp. 771-787. (10.1080/09603107.2010.537630)

Monographs

• Luintel, K., Li, G. and Khan, M. 2023. Finance and growth: The unpleasant burden of evidence. Project Report. Cardiff Business School.
• Li, G. 2009. The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence. Working paper. Cardiff: Cardiff University.
• Li, G. and Leon-Gonzalez, R. 2009. A correction function approach to solve the incidental parameter problem. Working paper. Cardiff: Cardiff University. Available at: http://business.cardiff.ac.uk/sites/default/files/E2009_6.pdf
• Li, G. 2009. Consistent estimation, model selection and averaging of dynamic panel data models with fixed effect. Working paper. Cardiff: Cardiff University. Available at: http://business.cardiff.ac.uk/cymraeg/research/working-papers/consistent-estimation-model-selection-and-averaging-dynamic-panel-data-models-fixed-effect

• Li, G. 2015. A stochastic frontier model with structural breaks in efficiency and technology. Empirical Economics 49(1), pp. 131-159. (10.1007/s00181-014-0852-4)
• Li, G. 2011. The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence. Applied Financial Economics 21(11), pp. 771-787. (10.1080/09603107.2010.537630)