References
- Abdulnasser, H. J., Manuchehr, I., (2005) «Energy consumption and economic growth in Sweden: A leveraged bootstrap approach», International Journal of Applied Econometrics and Quantitative Studies, Vol. 2 – 4.
- Aruoba, S. B., Bocola, L., Schorfheide, F., (2011) «A new class of nonlinear time series models for the evaluation of DSGE models», FRB-NBER DSGE Conference,;
- Bawa, S., Abdullahi, I. S., (2012) «Threshold effect of inflation on economic growth in Nigeria», CBN Journal of Applied Statistics, Vol. 3, No. 1,;
- Caner, M., Hansen, B. E., (2004) «Instrumental variable estimation of a threshold model», Econometric Theory, Cambridge University Press, Vol. 20, pp. 813-843.
- Hansen, B. E., (1999), «Threshold effects in non-dynamic panels: Estimation, testing and infer-ence», Journal of Econometrics, Vol. 93, Issue: 2, pp 345 – 368.
- Hinich, M. J., Mendes, E. M., Stone, L., (2005) «Detecting nonlinearity in time series: Surrogate and bootstrap approaches», Journal of the American Statistical Association, Volume 9, Issue 4,;
- Martinez, O., Olmo, L., «A nonlinear threshold model for the dependence of extremes of stationary sequences», Discussion paper series, Department of Economics, City University, Northampton Square, London;
- Rodrigues, P. M. M., Salish, N., (2011), «Modeling and forecasting interval time series with Threshold models: An application to S&P500 Index returns», Banco de Portugal, Economics and Research Department, Working paper series, Num. w201128.
- Sokbae, L., Hwan Seo, M., Shin, Y., (2011) «Testing for threshold in regression models.» Journal of the American Statistical Association, Volume 106, Issue 493,;
- Qaiser, M., Mansur, K., (2009) «Non-linearity between inflation rate and GDP growth in Malay-sia», Economisc Bulletin, Vol. 29, No. 3, pp. 1555-1569.
- Theiler, J., Eubank, S., Longtin, A., Galdrikian, B., Farmer, J. D., (1992), «Testing for nonlinearity in time series: the method of surrogate data», Physica, D. 58, pp. 77-94, North-Holland.
- Zivot, E., Wang, J., (2006), «Nonlinear Time series models», Modeling Financial Time Series with S-PLUS, Springer New York, pp. 653 – 712.
- Tong, H., (2010), «Threshold models in time series analysis – 30 years on», Research report, Serial No. 471, The University of Hong Kong, Department of statistics and actuarial science.
- Zapata, H. O., Gauthier, W. M., (2003), «Threshold models in theory and practice», Selected paper prepared for presentation at the Southern Agricultural Economics Association Annual Meeting, Mobile, Alabama.