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
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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@(protected)
Homepage: http://www-dse.ec.unipi.it/fiaschi/
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