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the period from 2000 to 2021 using dynamic panel data models. The estimation results provide evidence of significant …
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) estimator. We also account for the nonstationarity of time series by employing the cross-section augmented panel unit root test … of Pesaran (2007) and recently developed panel cointegration techniques. We check the robustness of these results by …
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This paper analyses the short- and long-run effects of trade openness on financial development in a panel including …
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