<P><FONT face=宋体 size=3>many thanks</FONT></P>
<P><FONT face=宋体 size=3>1. 题名:Transactions Costs and Nonlinear Adjustment in Real Exchange Rates: An Empirical Investigation</FONT></P>
<P><FONT face=宋体 size=3>作者:<STRONG>Michael, Panos Nobay, A Robert </STRONG><B>Peel, David A</B><BR></FONT></P>
<P><FONT face=宋体 size=3>刊名:<SPAN class=pubTitle_jpe>Journal of Political Economy</SPAN>, 1997, vol. 105, no. 4</FONT></P>
<P><A href="http://www.jstor.org/pss/2138921"><FONT face=宋体 size=3>http://www.jstor.org/pss/2138921</FONT></A></P>
<P><FONT face=宋体 size=3>2. 题名:<SPAN class=searchword>Testing</SPAN> <SPAN class=searchword>for</SPAN> <SPAN class=searchword>Cointegration</SPAN> <SPAN class=searchword>in</SPAN> Nonl<SPAN class=searchword>in</SPAN>ear STAR <SPAN class=searchword>Error</SPAN> <SPAN class=searchword>Correction</SPAN> <SPAN class=searchword>Models</SPAN><BR> </FONT></P>
<P><FONT face=宋体 size=3>作者:<A class=textlink title="View other papers by this author" href="http://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=281978" target=_blank><FONT face=Arial size=2>George Kapetanios </FONT></A></FONT></P>
<P><FONT face=宋体 size=3>刊名:<FONT face=Arial size=2>July 2003 U of London Queen Mary Economics Work<SPAN class=searchword>in</SPAN>g Paper No. 497</FONT><BR> <BR><!--Element not supported - Type: 8 Name: #comment--></FONT><FONT face=宋体 size=3>3. 题名:Smooth Transition Autoregressive Models - A Survey Of Recent Developments</FONT></P>
<P><FONT face=宋体 size=3>作者:Dick van Dijk, D., Teräsvirta T., Franses F</FONT></P>
<P><FONT face=宋体 size=3>刊名:Econometric Reviews, 21 (2002), pp 1-47 Econometric Reviews, 21 (2002), pp 1-47</FONT></P>
<P><BR><FONT face=宋体 size=3>4.题名：Testing for Nonlinear Adjustment in Smooth Transition Vector Error Correction Models</FONT></P>
<P><FONT face=宋体 size=3>作者: <STRONG>Byeongseon Seo</STRONG><BR></FONT></P>
<P><FONT face=宋体 size=3>刊名：Journal of Econometrics, July 1990</FONT></P>
<P><FONT color=#336699 size=4><FONT face=宋体><FONT size=3><FONT color=#000000>5.题名：</FONT><FONT color=#000000>TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR</FONT></FONT><FONT color=#000000> CORRECTION MODELS</FONT></FONT></FONT></P>
<P><FONT face=宋体 color=#336699 size=4><FONT color=#000000>作者: <EM>George Kapetanios</EM>, <I>Yongcheol Shin</I> and </FONT><I><A href="http://econpapers.repec.org/RAS/psn16.htm">Andy Snell</A></I></FONT></P>
<P><FONT face=宋体>刊名：</FONT><A href="http://econpapers.repec.org/article/cupetheor/"><EM>Econometric Theory</EM></A>, 2006, vol. 22, issue 02, pages 279-303 </P>
<P align=right><FONT color=#000066>[此贴子已经被作者于2008-8-26 15:00:55编辑过]</FONT></P>
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