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Using information criteria to determine the number of regimes in threshold autoregressive models

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2009

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Hamaker, Ellen L.ISNI 0000000394280922

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Article

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Utrecht University Repository

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Hamaker, E L 2009, 'Using information criteria to determine the number of regimes in threshold autoregressive models', Journal of Mathematical Psychology, vol. 53, pp. 518-529.

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https://dspace.library.uu.nl/handle/1874/44531