A note on some properties of STUR processes

Gawon Yoon

No 731, Econometric Society 2004 Far Eastern Meetings from Econometric Society

Abstract: 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).

Keywords: stochastic; unit; root (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Date: 2004-08-11
New Economics Papers: this item is included in nep-ecm and nep-ets
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Persistent link: https://EconPapers.repec.org/RePEc:ecm:feam04:731

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