@article{Qian2008, title = {Nonlinear behaviour of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests}, author = {Xi-Yuan Qian and Fu-Tie Song and Wei-Xing Zhou}, day = {15}, journal = {Physica A: Statistical Mechanics and its Applications}, month = {Jan}, number = {2-3}, pages = {503--510}, url = {http://www.sciencedirect.com/science/article/B6TVG-4PT295N-8/1/f56d0a6dad60926dd4876373b69a490a}, volume = {387}, year = {2008}, biburl = {http://www.bibsonomy.org/bibtex/23d449b5ef2a22c3f68e923712353d25f/smicha}, description = {Physica A}, keywords = {(TAR) Threshold autoregressive model } }