门限协整是一种非常重要的非线性时间序列模型，我在做毕业论文时缺乏以后两篇关键论文，希望各位能帮忙。有兴趣的朋友可以互相讨论。

 

Balke, N.S. and Fomby, T.B. (1997). Threshold cointegration, International Economic Review, 38, 627-645.

Lo, M. and Zivot, E. (2001). Threshold Cointegration and Nonlinear Adjustment to the Law of One Price,Macroeconomic Dynamics, 5(4), 533-576.