A note on some properties of STUR processes

被引：11
|
作者：
Yoon, G [1 ]
机构：
[1] Kookmin Univ, Dept Econ, Seoul, South Korea
来源：
OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 2006年 / 68卷 / 02期
关键词：
D O I：
10.1111/j.1468-0084.2006.00161.x
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This note presents some properties of the stochastic unit-root processes developed in Granger and Swanson [Journal of Econometrics (1997) Vol. 80, pp. 35-62] and Leybourne, McCabe and Tremayne [Journal of Business & Economic Statistics (1996) Vol. 14, pp. 435-446] that have not been or only implicitly discussed in the literature.
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页码：253 / 260
页数：8
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