On Wed, 9 May 2012, Anutechia Asongu wrote: > Could anyone gist me on where I could find examples of 'threshold > regressions' in Gretl, Greene or Ramanathan practice files?
There are no such examples in the practice files. However, there are examples of use of the mle command in the Gretl User's Guide and I presume that use of mle would be the preferred way of estimating a threshold model. You just need the loglikelihood function for the model you want to estimate. Allin Cottrell
