[R] Code of Hansen's (2000) Econometrica paper on threshold estimation

Davide Fiaschi dfiaschi at ec.unipi.it
Tue Jul 5 12:07:41 CEST 2005

I am searching for an R version of the code written in GAUSS by Bruce 
Hansen for his paper on Econometrica, 2000, "Sample Splitting and 
Threshold Estimation".
Someone can help me?

Davide Fiaschi
Dipartimento di Scienze Economiche
University of Pisa
Via Ridolfi 10
56100 Pisa (PI)
Phone/Fax: ++39.050.2216208/++39.050.598040
E-mail: dfiaschi at ec.unipi.it
Homepage: http://www-dse.ec.unipi.it/fiaschi/

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