[R] Code of Hansen's (2000) Econometrica paper on threshold estimation

From: Davide Fiaschi <dfiaschi_at_ec.unipi.it>
Date: Tue 05 Jul 2005 - 20:07:41 EST


I am searching for an R version of the code written in GAUSS by Bruce Hansen for his paper on Econometrica, 2000, "Sample Splitting and Threshold Estimation".
Someone can help me?
Davide

-- 
Davide Fiaschi
Dipartimento di Scienze Economiche
University of Pisa
Via Ridolfi 10
56100 Pisa (PI)
Italy
Phone/Fax: ++39.050.2216208/++39.050.598040
E-mail: dfiaschi@ec.unipi.it
Homepage: http://www-dse.ec.unipi.it/fiaschi/

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Received on Tue Jul 05 20:20:29 2005

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