Strikholm, Birgit and Terasvirta, Timo <br/><br/>
Sequential procedure for determining the number of regimes in a threshold autoregressive model 
 J5711  2006 

 -  2006 
 - 472-491  V.  09  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Model specification;Model selection criterion;Nonlinear modelling;Sequential testing;Switching regression;