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st: Estimating the Thresholds

Subject   st: Estimating the Thresholds
Date   Fri, 01 Dec 2006 00:34:19 -0500

I was curious as to what function (if there are any) would be appropriate for estimating the thresholds in a linear regression (as suggested by Hansen 1996, 2000) by minimizing the sum of errors. I was thinking of using some spline function, but wasn't sure as to which one. I've tried searching online, and that doesn't help. I haven't been able to get in touch with anyone who deals with this either. If anyone has any words of wisdom ...

Syed Rahman
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