General framework and model building in the class of Hidden Mixture Transition Distribution models

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Title
General framework and model building in the class of Hidden Mixture Transition Distribution models
Authors
Keywords
Mixture model, Model selection, Hidden Markov model, Mixture Transition Distribution model, BIC, Panel data
Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 93, Issue -, Pages 131-145
Publisher
Elsevier BV
Online
2014-09-22
DOI
10.1016/j.csda.2014.09.011

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