A note on some properties of STUR processes

This note presents possibly hitherto unnoticed, or only implicitly discussed, properties of the stochastic unit root process developed in Granger and Swanson (1997) and Leybourne, McCabe, and Tremayne (1996).

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Year of publication:	2004-08-11
Authors:	Yoon, Gawon
Institutions:	Econometric Society
Subject:	stochastic unit root

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Extent:	application/pdf
Series:	Econometric Society 2004 Far Eastern Meetings.
Type of publication:	Book / Working Paper
Language:	English
Notes:	The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 731
Classification:	C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005342328