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.

引用

页码：253 / 260

页数：8

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