User’s Guide : Advanced Single Equation Analysis : Discrete Threshold Regression : References
Bai, Jushan and Pierre Perron (1998). “Estimating and Testing Linear Models with Multiple Structural Changes,” Econometrica, 66, 47–78.
Bai, Jushan, and Pierre Perron (2003). “Computation and Analysis of Multiple Structural Change Models.” Journal of Applied Econometrics 18(1), 1–22.
Hansen, Bruce (1999). “Testing for Linearity.” Journal of Economic Surveys, 13, 551‑576.
Hansen, Bruce (2000). “Testing for Structural Change in Conditional Models.” Journal of Econometrics, 97, 93‑115.
Hansen, Bruce (2011). “Threshold Autoregression in Economics.” Statistics and Its Interface,” 4, 123–127.
Potter, Simon (1999). “Nonlinear Time Series Modelling: An Introduction.” Journal of Economic Surveys 13, 505–528.
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.
Tsay, Ruey S. (1989). “Testing and Modeling Threshold Autoregressive Processes,” Journal of the American Statistical Association, 84, 231–240.