Yoon, Gawon - In: Oxford Bulletin of Economics and Statistics 68 (2006) 2, pp. 253-260
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...
