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by Rosas
Tue Oct 18, 2011 7:18 am
Forum: Programming
Topic: Threshold Regression
Replies: 6
Views: 3216

Re: Threshold Regression

In connection with the problem presented by Dusan, is it possible to perform a similar estimation where the threshold level is endogenously determined (and not User-defined) along with the model's coefficients (single independent variable plus a constant)? Is there a simple procedure for estimating ...

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