Davide Fiaschi
2005-Jul-05 10:07 UTC
[R] Code of Hansen's (2000) Econometrica paper on threshold estimation
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 at ec.unipi.it Homepage: http://www-dse.ec.unipi.it/fiaschi/
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