User’s Guide : Basic Single Equation Analysis : Forecasting from an Equation : References
Pindyck, Robert S. and Daniel L. Rubinfeld (1998). Econometric Models and Economic Forecasts, 4th edition, New York: McGraw-Hill.
Tong, H. and K. S. Lim (1980). “Threshold Autoregression, Limit Cycles and Cyclical Data,” Journal of the Royal Statistical Society. Series B (Methodological), 42, 245–292.