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

✍ Scribed by Birgit Strikholm; Timo Teräsvirta

Book ID: 110880039
Publisher: John Wiley and Sons
Year: 2006
Tongue: English
Weight: 328 KB
Volume: 9
Category: Article
ISSN: 1368-4221
DOI: 10.1111/j.1368-423x.2006.00194.x

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