readme.txt

The following files are distributed to replicate the empirical work
in the paper "Inference in Threshold Models" by Bruce E. Hansen.
All files are in ASCII format.
If you have questions, contact me at 

Bruce E. Hansen
Department of Economics
Social Science Building
University of Wisconsin
Madison, WI 53706-1393
bhansen@ssc.wisc.edu
http://www.ssc.wisc.edu/~bhansen/


LHMC.DB
LHMU.DB
TAR.PRG
TEST.PRG
THR_EST.PRC
THR_TEST.PRC
THR_HET.PRC

The *.db files are Citibase data files.  The *.prc files are GAUSS 
procedures.  The *.prg files are GAUSS program files that replicate
the empirical work.  The files have some documentation included.