A sequential procedure for determining the number of...

A sequential procedure for determining the number of regimes in a threshold autoregressive model

Birgit Strikholm and Timo Teräsvirta
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Volume:
9
Year:
2006
Language:
english
Journal:
The Econometrics Journal
DOI:
10.2307/23114929
File:
PDF, 1.77 MB
english, 2006
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