[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 Fiaschi
Dipartimento di Scienze Economiche
University of Pisa
Via Ridolfi 10
56100 Pisa (PI)
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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