Erratum: Are real exchange rates nonlinear or non-stationary? Evidence from a new threshold unit root test (Studies in Nonlinear Dynamics & Econometrics (2005) 9.4)

Studies in Nonlinear Dynamics and Econometrics

Volumn 10, Issue 2, 2006, Pages 177-182

  Basci, Erdem ^a   Caner, Mehmet ^b   Yoon, Gawon ^c  

^a Central Bank of Turkey ^*  (Turkey)

^b UNIVERSITY OF PITTSBURGH   (United States)

^c Kookmin University   (South Korea)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33646741755     PISSN: 15583708     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Erratum

References (3)

1. Basci, Erdem and Mehmet Caner (2005) "Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test", Studies in Nonlinear Dynamics & Econometrics: Vol. 9: No. 4, Article 2. http://www.bepress.com/snde/vol9/iss4/art2
2. Caner, Mehmet and Lutz Killian (2001) "Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for the PPP Debate," Journal of International Money and Finance, 20, 639-657.
3. Kiliç, Rehim (2004) "Linearity Tests and Stationarity," Econometrics Journal, 7, 55-62.