Bruce E. Hansen
"Regression Kink with an Unknown Threshold"
Journal of Business and Economic Statistics, 2017
This file contains the data used in the paper, the R code which replicates the empirical work, and the R code which creates all the simulation work repored in the paper.
Data and R code
Link to Abstract and PDF File of Paper
Some of the above material is based upon work supported by the National Science Foundation under Grants No. SES-9022176, SES-9120576, SBR-9412339, and SBR-9807111.
Any opinions, findings, and conclusions, or recommendations expressed in this material are those of the author(s), and do not necessarily reflect the views of the NSF.