) 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 …

This paper analyses the short- and long-run effects of trade openness on financial development in a panel including …

sector and institutional quality during 2003–2014 period in European Union transition economies employing panel data analysis …