Python 3, 44 bytes

f=lambda n:n+7>>n+2or 3*f(n-1)-f(n-2)+f(n-3)

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Uses the recursive formula from OEIS A102620

$$ f(n) = 3f(n-1)-f(n-2)+f(n-3)$$

with base cases \$ f(-1) =3, f(0)=1, f(1)=1\$.

(You could use \$f(2)=5\$ instead of \$ f(-1) =3\$.)

44 bytes

lambda n:(x:=8**n)**n*~x*~x%((x-1)**3-2*x)%x

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Based on the rational generating function x(1+x)^2/((1-x)^3-2x^2) given in the OEIS. The code replaces // with %, though both work. The base x can be any sufficiently large value; 8**n turns out to suffice for n>0.

Python 3, 42 bytes

f=lambda n:0<-n^1or 3*f(n-1)-f(n-2)+f(n-3)

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Using @Jonathan Allan's improvement of a "split" base case of all 1's. Here, $$ f(-4) = f(-3) = f(-2) = f(0) = 1,$$

whereas \$f(-1)=3\$ is obtained by the recursive formula.

JavaScript (ES7),  37  36 bytes

Like xnor's answer, this is based on the recursive formula from OEIS.

f=n=>3**-n&3||3*f(n-1)-f(n-2)+f(n-3)

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Commented

f = n =>       // n = input
  3 ** -n & 3  // this gives:
               //   n = -2: 3**2 & 3 -> 1
               //   n = -1: 3**1 & 3 -> 3
               //   n =  0: 3**0 & 3 -> 1
               //   n >  0: 3**-n & 3 -> 0
  ||           // if the result above is 0 ...
  3 * f(n - 1) // ... apply the recursive formula
  - f(n - 2)   //
  + f(n - 3)   //

R, 45 bytes

f=\(n)`if`(n>1,3*f(n-1)-f(n-2)+f(n-3),3^!n+1)

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Uses recursive formula from OEIS A102620, spotted by xnor.

05AB1E, 9 bytes

ƵESλè3*α+

Port of @xnor's Python answer, so make sure to upvote that answer as well!
Also uses the recursive function:

\$f(n) = 3f(n-1)-f(n-2)+f(n-3)\$

with base cases \$f(0)=1, f(1)=1, f(2)=5\$.

Try it online or verify the infinite sequence.

Explanation:

   λ      # Start a recursive environment,
    è     # to (implicitly) output the 0-based (implicit) input'th term afterwards
ƵES       # Starting with a(0)=1,a(1)=1,a(2)=5:
ƵE        #  Push compressed integer 115
  S       #  Convert it to a list of digits: [1,1,5]
          # Where every following a(n) is calculated as:
     3*   #  Multiply the (implicit) previous term a(n-1) by 3
       α  #  Get its absolute difference with the (implicit) term before it a(n-2)
        + #  Add it to the (implicit) term before that a(n-3)

See this 05AB1E tip of mine (section How to compress large integers?) to understand why ƵE is 115.

Nibbles, 33 nibbles (16.5 bytes)

``;$-$~!=~-*$~~+-*@-$~;3_-@2_-@

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Uses the recursive formula from OEIS A102620:
For n ≥ 4, a(n) = 3*a(n-1) - a(n-2) + a(n-3)

Nibbles recursive functions have 5 parts:

1. define a recursive function = ``;
2. the initial value, here the input = $
3. the stop condition, here "n>1" = -$~
4. the return value for the stop condition, here "abs(2*n-1)" = !=~-*$~~
5. the body of the function, here "3*f(n-1)-f(n-2)+f(n-3)" = + - *@-$~3 @-$2 @-$3

Explicit integers are encoded using more-than-one nibble, so we want to minimize them wherever possible.
In this case, we 'save' the 3 the first time we use it (so: ;3). This saves the 2-nibble value 3 into the single-nibble variable $, and shifts all the other variable names (so @ becomes _ and $ becomes @), saving one nibble overall.

Nekomata + -n, 12 bytes

3$ŧY^¬7Ƃ×itZ

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3$ŧY^¬7Ƃ×itZ        Take n=7 as an example
3$ŧ             Find an n-tuple of 0, 1, 2
                    One possible solution is [1,0,2,2,1,0,2]
   Y^           Run length encode and then drop the counts
                    [1,0,2,2,1,0,2] -> [1,0,2,1,0,2]
     ¬          Logical not; replace 0 with 1 and other numbers with 0
                    [1,0,2,1,0,2] -> [0,1,0,0,1,0]
      7Ƃ×       Convolve with [1,1,1]
                    [0,1,0,0,1,0] -> [0,1,1,1,1,1,1,0]
         it     Remove the first and last elements
                    [0,1,1,1,1,1,1,0] -> [1,1,1,1,1,1]
           Z    Check that all elements are non-zero
                    [1,1,1,1,1,1] passes the check

-n counts the number of solutions.

Retina, 51 50 39 bytes

.+
*
+%0`_
0$"1$"2
l`((1*|2*)0(1*|2*))+

Try it online! Link includes test cases. Edit: Saved 1 byte thanks to @UnrelatedString. Explanation:

.+
*

Convert to unary.

+%0`_
0$"1$"2

Generate all possible positions of length n.

l`((1*|2*)0(1*|2*))+

Count only legal positions, i.e. those where each run of 1s or 2s is adjacent to a 0. (The l`, shamelessly copied from @UnrelatedString's answer, forces the pattern to match whole lines only.)

Haskell, 33 bytes

((1#1)5!!)
(a#b)c=a:(b#c$3*c-b+a)

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Based on the recursive formula from OEIS that xnor found, using the f(2)=5 form

(a#b)c is an infix operator that generates an infinite sequence based on the first three terms a, b, and c (in that order). We yield the first term a, then recur, shifting the second and third terms down one position and calculating the next term as 3*c-b+a. Now all we have to do is initialize the sequence properly with the first three terms ((1#1)5) and take a section of the (!!) operator to create a point-free function that takes in an index and outputs its corresponding value in the sequence.

JavaScript (Node.js), 70 bytes

n=>(g=x=>x[n-1]?!/12+1|21+2/.test(1+x+102+x+2):g(x+0)+g(x+1)+g(x+2))``

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C (gcc), 41 bytes

f(n){n=n+7>>n+2?:3*f(n-1)-f(n-2)+f(n-3);}

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Nekomata + -n, 11 bytes

3$ŧY∑,¬çY3<

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Initial steps stolen from alephalpha's answer, then a different approach.

            # for input of n:
3$ŧ         # all n-tuples of 0,1,2
   Y        # run length encode: 
            #   lengths are top of stack,
            #   values 2nd
    ∑       # sum the top of stack
            #   (always equals n)
     ,      # combine 2nd & top of stack
            #   (gives n appended to non-repeated input values)
      ¬     # logical not
       ç    # prepend zero
            #   (gives zeros for each nonzero group,
            #   with zeros added at each end.  
            #   Valid 1d GO boards cannot have more 
            #   than 2 adjacent zeros)
        Y   # run length encode:
            #   lengths are top of stack
         3< # are they all less than 3?

cQuents, 13 bytes

=1,1,5:3Z-Y+X

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2-indexed. Without any input, outputs the full sequence with an extra 1 term at the beginning.

Explanation

=1,1,5        the first three terms are 1, 1, 5
      :       given input n, output the nth term in the sequence
              each term is
       3Z                  3 * seq(n-1)
         -Y                             - seq(n-2)
           +X                                      + seq(n-3)

Python, 43 bytes

f=lambda n,b=-1:n<2or b%3*f(n-b,1)+b*f(n-2)

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Almost as good as @xnor's ...

How?

Just an equivalent transformation of the OEIS recursion.

Starting from

$$ f_n = 3f_{n-1}-f_{n-2}+f_{n-3} $$

we introduce a second series

$$ g_n =\frac 1 2 ( f_{n-1}+f_{n-3} ) $$

These two then satisfy:

$$ f_n = 2 \times g_{n+1} - f_{n-2} $$

and

$$ g_n = g_{n-1} + f_{n-2} $$

These are similar enough to be rolled into a family with a simple control parameter \$b\$ like so

Define

$$ f_{n,-1}:= f_{n} $$ and $$ f_{n,1}:=g_n $$

Then the two recurrence equations for \$f\$ and \$g\$ become the single

$$ f_{n,b} = (b \mod 3) f_{n-b,1} + b f_{n-2,-1} $$

The last thing to note is that the recursion can be based at \$g_1=f_1=f_0=1\$. This is convenient and allows us to continue using the super cheap anchor n<2or.

APL+WIN, 37 bytes

Prompts for n

v←1 3 1⋄⍎∊⎕⍴⊂'v←(+/3 ¯1 1×3↑v),v⋄'⋄↑v

Try it online! Thanks to Dyalog Classic

Ruby, 39 bytes

->n{(x=8**n)**n*~x*~x%((x-1)**3-2*x)%x}

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Using xnor's non-recursive formula.

Charcoal, 26 bytes

Ｆ131⊞υＩιＦＮ⊞υΣ×⮌υ⟦³±¹¦¹⟧Ｉ⊟υ

Attempt This Online! Link is to verbose version of code. Explanation: Uses dynamic programming to implement the recurrence relation that @xnor found, but starting at -2, because that's golfier.

Ｆ131⊞υＩι

Start with a(-2)=1, a(-1)=3 and a(0)=1.

ＦＮ

Repeat n times.

⊞υΣ×⮌υ⟦³±¹¦¹⟧

Calculate the next entry from the previous three using the recurrence relation.

Ｉ⊟υ

Output the final entry.

x86-64 machine code, 18 bytes

6A 01 58 99 89 C1 01 C1 01 D0 8D 14 4A FF CF 75 F5 C3

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Following the standard calling convention for Unix-like systems (from the System V AMD64 ABI), this takes \$n\$ as a 32-bit integer in EDI and returns a 32-bit integer in EAX.

Divide the partial sequences of length \$m\$ based on how they end, and let $$ \begin{align} x_m &= \textrm{number ending in 0} \\ y_m &= \textrm{number ending in a 1 or 2 group that has a liberty} \\ z_m &= \textrm{number ending in a 1 or 2 group that has no liberty} \end{align} $$ These values have a recurrence relation: $$ \begin{align} x_{m+1} &= x_m + y_m + z_m \\ y_{m+1} &= 2x_m + y_m \\ z_{m+1} &= y_m + z_m \end{align} $$ Finally, the answer is \$x_n + y_n\$.

The starting values are \$x_1 = 1, y_1 = 0, z_1 = 2\$; running the formulas one step backwards gives \$x_0 = -1, y_0 = 2, z_0 = 0\$, which is nonsensical but works.

Directly implementing this will work, but it is possible to do a little better, by modifying the variables so that one of them equals the answer: let $$ \begin{align} X_m &= x_m + y_m \\ Y_m &= 2x_m + y_m + z_m \\ Z_m &= \frac12y_m + z_m \end{align} $$ and then $$ \begin{align} X_{m+1} &= X_m + Y_m \\ Y_{m+1} &= 2X_m + Y_m + 2Z_m \\ Z_{m+1} &= X_m + Z_m \end{align} $$ and the initial conditions are \$X_0 = 1, Y_0 = 0, Z_0 = 1\$.

In assembly:

f:  push 1; pop rax # Set EAX to 1 for X₀.
    cdq             # Sign-extend EAX to set EDX to 0 for Y₀.
    mov ecx, eax    # Set ECX to EAX=1 for Z₀.
r:  add ecx, eax    # In ECX, add Xₘ to Zₘ to get Zₘ₊₁.
    add eax, edx    # In EAX, add Yₘ to Xₘ to get Xₘ₊₁.
    lea edx, [rdx+2*rcx] # Set EDX to Yₘ+2Zₘ₊₁ = Yₘ+2Xₘ+2Zₘ = Yₘ₊₁.
    dec edi         # Subtract 1 from EDI, counting down from n.
    jnz r           # Jump back to repeat if it's nonzero.
    ret             # Return. The return value in EAX is Xₙ.

APL(NARS), 30 chars

{⍵≤2:⌈5*⍵-1⋄+/(3,¯1,1)×∇¨⍵-⍳3}

if w is 0 1 2 ceil(5^(w-1)) return 1 1 5. test:

{⍵≤2:⌈5*⍵-1⋄+/(3,¯1,1)×∇¨⍵-⍳3}¨0,⍳10     
1 1 5 15 41 113 313 867 2401 6649 18413 

Retina, 38 bytes

.+
*
+%0`_
0$"1$"2
(.)\1*
$1
.?0.?

l`

Try it online!

The approach is so comically naive that I'm not even remotely embarrassed by how long I spent trying several far more convoluted options before being inspired by trying something else with overlapping matches... though I do feel a little silly for almost posting this before I realized it doesn't even need those.

Explanation:

.+
*
+%0`_
0$"1$"2

Generate every string of \$n\$ ternary digits. Taken directly from Neil's excellent solution with a small tweak of my own: Starting with one line of \$n\$ underscores, generates three alternatives for each line replacing the first underscore with 0, 1, or 2, repeating until no underscores remain on any line.

(.)\1*
$1

Collapse all runs of consecutive equal characters to a single copy.

.?0.?

Delete every match of 0 surrounded by 0 or 1 of any character. This works without overlapping matches because runs of 0 are collapsed as well as runs of 1 and 2--it can never match a 0 as one of the .? because no 0 is ever adjacent to another 0, so no 1 or 2 adjacent to a 0 ever fails to be matched because of its 0 being taken by another match already.

l`

Count empty lines.

Desmos, 44 bytes

a(n)=\{n<4:3nn-5n+3,3a(n-1)-a(n-2)+a(n-3)\}

I took the same approach that it seems everyone took, that is looking for an OEIS entry for this sequence. I found this, and based my algorithm on this.

Try it on Desmos!

Try it on Desmos! - Prettified