A note on the corrected Akaike information criterion for threshold autoregressive models (Q3838324)

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A note on the corrected Akaike information criterion for threshold autoregressive models
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    A note on the corrected Akaike information criterion for threshold autoregressive models (English)
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    9 August 1998
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    Kullback-Leibler information
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    threshold time series model
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    bias-corrected Akaike information criterion
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    Bayesian information criterion
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    simulation
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