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

Business & Economics

• Bayesian Information Criterion 90%
• Threshold Autoregressive Model 89%
• Akaike Information Criterion 86%
• Small Sample Properties 44%
• Simulation Experiment 35%
• Small Sample 31%

Mathematics

• Threshold Autoregressive Model 100%
• Bayesian Information Criterion 85%
• Akaike Information Criterion 82%
• Small Sample 62%
• Simulation Experiment 36%

Engineering & Materials Science

• Experiments 23%