Ryan Gill, Kiseop Lee, Seongjoo Song. Computation of estimates in segmented regression and a liquidity effect model. Computational Statistics & Data Analysis, 51(12):6459-6475, 2007. [doi]
@article{GillLS07,
title = {Computation of estimates in segmented regression and a liquidity effect model},
author = {Ryan Gill and Kiseop Lee and Seongjoo Song},
year = {2007},
doi = {10.1016/j.csda.2007.02.026},
url = {http://dx.doi.org/10.1016/j.csda.2007.02.026},
researchr = {https://researchr.org/publication/GillLS07},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {51},
number = {12},
pages = {6459-6475},
}