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tahmi
Calcite | Level 5

Tania,

I am new to SAS and wants to estimate a threshold regression based on Hansen 1999 model. Does SAS supports for such estimation than what is the procedure??

A clear guideline will really be appreciated.

Thanks.

 

2 REPLIES 2
Norman21
Lapis Lazuli | Level 10

Welcome to the Community!

 

You might like to read the following:

https://sph.umd.edu/sites/default/files/files/TR-software-20061224.pdf

Norman.
SAS 9.4 (TS1M6) X64_10PRO WIN 10.0.17763 Workstation

tahmi
Calcite | Level 5
Thanks

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