A sequential procedure for determining the number of regimes in a threshold autoregressive model (Q3422395)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A sequential procedure for determining the number of regimes in a threshold autoregressive model |
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A sequential procedure for determining the number of regimes in a threshold autoregressive model (English)
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13 February 2007
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model specification
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model selection criterion
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nonlinear modelling
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sequential testing
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switching regression
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simulations
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STAR-approximation
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US civilian unemployment series
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