5Terasvirta T, Anderson H.M.Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models [J]. Journal of Applied Econometrics, 1992,7(S).
2Lundbergh, S. , Terasvirta, T. and van Dijk, D. , Time - Varying Smooth Transition Autoregression Models [J], Journal of Business and Economic Statistics , v. 21, iss. 1, 104-121, January 2003.
3Maddala, G.S. and Kim, I.M., Unit Roots, Cointegration and Structural Change [M], Cambridge: Cambridge University Press, 2003.
4Pesaran, M. H. and Potter, S. M. , A floor and ceiling model of US output [J], Journal of Economic Dynamics and Control , v. 21, 661-695, 1997.
5Potter, S. M. , Nonlinear Time Series Modelling : Anlntroduction [J], Journal of Economic Survey , v. 13, iss 5, 506-528, 1999.
6Tong, H. , Threshold models in nonlinear time series analysis[M], New York: Springer, 1983.
7Tong, H., Non-linear Time Series: A Dynamical System Approach [M], Oxford: Clarendon Press, 1990.
8Tsay, R. S. , Testing and Modeling Multivariate Threshold Models [J], Journal of the American Statistical Association , September 1998, v. 93, iss, 443, 1188-1202, 1998.
9Tsay, R.S. , Testing and Modelling Threshold Autoregressive Precesses[J], Journal of the American Statistical Association , March 1989, v. 84, iss. 405, 231-240, 1989.
10Altissimo, F. and Violante, G. L. , The non - linear dynamics of output and unemployment in the US [J], Journal of Applied Econometrics, v. 16, 461-486, 2001.
