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 ...
