Year: 2006
Type: article
Abstract: 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.
Author: Gawon Yoon
Institution: Kookmin University
Language: English
Domain: Social Sciences
Open Access status: bronze
Funder: Pusan National University
OpenAlex ID: W2103381940