A note on some properties of STUR processes

  title={A note on some properties of STUR processes},
  author={G. Lee Yoon},
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. Copyright 2006 Blackwell Publishing Ltd. 

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