Threshold Regression Model
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Documentation for package ‘thrreg’ version 0.1.1
Help Pages
| dur_john | Durlauf and Johnson (1995) data |
| thrreg | thrreg: Threshold Regression Model |
| thr_est | Threshold Estimation |
| thr_test_het | Threshold Test under Heteroskedasticity |
| thr_test_hom | Threshold Test under Homoskedasticity |