Jinhong You, Xian Zhou, ASYMPTOTIC THEORY IN FIXED EFFECTS PANEL DATA SEEMINGLY UNRELATED PARTIALLY LINEAR REGRESSION MODELS, Econometric Theory, Vol. 30, No. 2 (April 2014), pp. 407-435 ...

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 ...