4Engle, R. F. and Granger, C. W. J, 1987, Co-integration and error -correction: Representation, estirnation and testing [J], Econometrica, 55 (2): 251-276. 被引量：1
5Gregory, A. W. and Hansen, B. E. 1996, Residual-based tests for cointegration in models with regime shifts [J], Journal of Econometrics, 70 (1), 99-126. 被引量：1
6Balke, N. and Fomby, T, 1997, Threshold Cointegration [J], International Economic Review, 38, 627-645. 被引量：1
7Marcellino, M., Mizon, G. E. and Krolzig, H, 2002, A Markov-switching vector equilibrium correction model of the UK labour market [J], Empirical Economics, 27 (2), 233-254. 被引量：1
8Saikkonen, P, and Choi, I, 2004, Cointegrating Smooth Transition Regressions [J], Econometric Theory, 20 (2), 301-340. 被引量：1
9Choi, I, and Saikkonen, P, 2004, Testing linearity in cointegrating smooth transition regressions [J], Econometrics Journal, 7 (2): 341-346. 被引量：1
10Kaptanios, G. , Shin, Y. , and Snell, A, 2006, Testing for Cointegration in Nonlinear Smooth Transition Error Correction Models [J], Econometric Theory, 22 (2), 279-303. 被引量：1
