7Granger C W J,Terasvirta T.Modeling Nonliner Economic Relationships[M]. Oxford:Oxford University Press, 1993.
8Terasvirta T.Specification, Estimation and Evaluation of Smooth Transition Autoregressive Models[J]. Journal of the American Statistical Association, 1994( 89 ) : 208-218.
9Peel D A,Venetis I A. Purchasing Power Parity Over Two Centuries: Trends and Nonlinearity[J] Applied Economics, 2003 (35) : 609-617.
10Lin, C F, Terasvirta T. Testing the Constancy of Regression Parameters Against Continuous Structural Change[J]. Journal of Econometrics, 1994(62) : 211-228.
