st: Estimating the Thresholds

[sr218@bard.edu]

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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