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<Palign=left><FONT face="宋体, MS Song">Ter&auml;svirta, T. (1994), “Specification, Estimation, and Evaluation of Smooth TransitionAutoregressive Models”, <I>Journal of the American Statistical Association </I>89: 208-18</FONT></P>
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<Palign=left><FONT face="Times New Roman">van Dijk, D., T. Ter&auml;svirta, and P.H. Franses (2002), “Smooth Transition Autoregressive<o:p></o:p></FONT></P>
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<Palign=left><FONT face="宋体, MS Song">Testing for smooth transition nonlinearity in the presence of outliers<BR>Dick Van Dijk; Philip Hans Franses; Andre Lucas<BR>Journal of Business &amp; Economic Statistics; Apr 1999; 17, 2; ABI/INFORM Global<BR>pg. 217</FONT></FONT></P>
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