Model Selection in Threshold Models

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Publication:2784959

DOI10.1111/1467-9892.00251zbMath0985.62071OpenAlexW2027314621MaRDI QIDQ2784959

George Kapetanios

Publication date: 24 April 2002

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://www.econ.cam.ac.uk/research-files/repec/cam/pdf/wp9906.pdf




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