On Tue, Jul 17, 2012 at 2:00 AM, Christos Michalopoulos
wrote:
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> I am working on a two stage threshold quantile regression model in R, and my
> aim is to estimate the threshold of the reduced-form equation (call it
> rhohat), and the threshold of the structural equation (call it qhat), i
I am working on a two stage threshold quantile regression model in R, and my
aim is to estimate the threshold of the reduced-form equation (call it rhohat),
and the threshold of the structural equation (call it qhat), in two stages. On
the first stage, i estimate rhohat by quantile regressio
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