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Programs Gauss or R codes that implemented applications in my papers. ċ Archive.zip Download "The Lasso for High-Dimensional Regression with a Possible Change Point," JRSS B (2016) 54k v. 1 Sep 11, 2016, 7:54 PM Myung Hwan Seo ċ forecast_breaks_R1.prg.zip Download "Structural Break Models under Misspecification: Implication for Forecasting" JoE (2015) 45k v. 1 Sep 15, 2016, 1:43 AM Myung Hwan Seo ċ invest03.prg.zip Download "Dynamic panels with threshold effect and endogeneity", JoE (2016).    5k v. 3 Sep 6, 2016, 3:43 AM Myung Hwan Seo ċ Seg_fin.prg.zip Download "Is there a jump in the transition?" JBES 2016   4k v. 1 Oct 22, 2016, 7:11 AM Myung Hwan Seo ċ threshsmoothestfpsim.zip Download “A smoothed least squares estimator for threshold regression models,” JoE (2007) 3k v. 1 Sep 6, 2016, 3:43 AM Myung Hwan Seo ċ tvecm.zip Download “Bootstrap testing for the null of no cointegration in a threshold vector error correction model,” JoE (2006)   2k v. 1 Oct 22, 2016, 7:39 PM Myung Hwan Seo