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

Package details

AuthorLixiong Yang [aut, cre]
MaintainerLixiong Yang <>
Package repositoryView on CRAN
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RegKink documentation built on April 15, 2021, 9:10 a.m.