This paper investigated the impact of financial integration on economic development using the dynamic panel quantile estimator on a sample of 95 countries from 2004-2019. The results showed that the ...

This paper considers a class of generalized methods of moments (GMM) estimators for general dynamic panel models, allowing for weakly exogenous covariates and cross-sectional dependence due to spatial ...

This paper extends the Bayesian Model Averaging framework to panel data models where the lagged dependent variable as well as endogenous variables appear as regressors. We propose a Limited ...

Bayesian Model Averaging (BMA) provides a coherent mechanism to address the problem of model uncertainty. In this paper we extend the BMA framework to panel data models where the lagged dependent ...