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RegKink: Regression Kink with a Time-Varying Threshold
An algorithm is proposed to estimate regression kink model proposed by the paper, Lixiong Yang and Jen-Je Su (2018) <doi:10.1016/j.jimonfin.2018.06.002>.
Getting started
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Package details |
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| Author | Lixiong Yang [aut, cre] |
| Maintainer | Lixiong Yang <ylx@lzu.edu.cn> |
| License | GPL |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
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