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Volumn 11, Issue 10, 2004, Pages 645-650

Unit roots or nonlinear stationarity in Turkish real exchange rates

Author keywords

[No Author keywords available]

Indexed keywords

CURRENCY MARKET; NONLINEARITY; REAL EXCHANGE RATE;

EID: 4344629459     PISSN: 13504851     EISSN: None     Source Type: Journal    
DOI: 10.1080/1350485042000238870     Document Type: Article
Times cited : (15)

References (18)
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  • 2
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  • 3
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  • 4
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    • Efficient tests of the unit root hypothesis
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  • 5
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  • 8
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    • (2002) GLS Detrending for Non-Linear Unit Root Tests
    • Kapetanios, G.1    Shin, Y.2
  • 9
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    • Kapetanios, G.1    Shin, Y.2    Snell, A.3
  • 11
    • 0000894103 scopus 로고
    • Testing linearity against smooth transition autoregressive models
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  • 13
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  • 14
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.