An introduction to stochastic unit-root processes

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An introduction to stochastic unit-root processes

Author Info

Granger, Clive W. J.
Swanson, Norman R.

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Abstract

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Publisher Info
Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 80 (1997)
Issue (Month): 1 (September)
Pages: 35-62
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Handle: RePEc:eee:econom:v:80:y:1997:i:1:p:35-62

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Web page: http://www.elsevier.com/locate/jeconom

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Paper
- Clive W.J. Granger & Norman R. Swanson, 1994. "An Introduction to Stochastic Unit Root Processes," University of California at San Diego, Economics Working Paper Series 92-53r, Department of Economics, UC San Diego.
- Granger, E.J. & Swanson, N.R., 1996. "An introduction to stochastic Unit Root Processes," Papers 4-96-3, Pennsylvania State - Department of Economics.

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