A sequential procedure for determining the number of regimes in a threshold autoregressive model
| Year of publication: |
2006
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|---|---|
| Authors: | Strikholm, Birgit ; Teräsvirta, Timo |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 9.2006, 3, p. 472-491
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