R/thrreg.R

In mlkremer/thrreg: Threshold Regression Model

#' thrreg: Threshold Regression Model
#'
#' thrreg estimates the threshold regression model by Hansen (2000).
#' It is based on the
#' \href{https://www.ssc.wisc.edu/~bhansen/progs/ecnmt_00.html}{source code}
#' provided by Bruce E. Hansen.
#'
#' @details thrreg provides three functions:
#'     \itemize{
#'     \item \code{\link{thr_test_hom}} tests for a threshold in a linear
#'           regression under homoskedasticity.
#'     \item \code{\link{thr_test_het}} tests for a threshold in a linear
#'           regression under heteroskedasticity.
#'     \item \code{\link{thr_est}} estimates the threshold and the regression
#'           parameters of the threshold model.
#'     }
#'
#' @author Marcel Kremer, \email{marcel.kremer@@uni-due.de}
#' @author Bruce E. Hansen, \email{behansen@@wisc.edu}
#'
#' @references
#'     Hansen, B. E. (2000). Sample splitting and threshold estimation.
#'     \emph{Econometrica}, 68(3):575--603.
#'     \url{https://doi.org/10.1111/1468-0262.00124}.
#'     \url{https://www.ssc.wisc.edu/~bhansen/papers/ecnmt_00.pdf}.
#'
#' @seealso Useful links:
#'     \itemize{
#'     \item \url{https://github.com/mlkremer/thrreg}
#'     \item Report bugs at \url{https://github.com/mlkremer/thrreg/issues}
#'     }
#'
#' @examples ## See README.md on GitHub for a comprehensive example.
#'
#' @docType package
#' @name thrreg
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