A Note on Some Properties of STUR Processes*
补充讨论了Granger和Swanson（1997）以及Leybourne等人（1996）提出的随机单位根过程中未被文献明确探讨的性质。
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.