@article{econhot_econhot-cited-fd56caf33fd3381a, title = {Sample Splitting and Threshold Estimation}, author = {Bruce E. Hansen}, journal = {Econometrica}, year = {2000}, volume = {68}, number = {3}, pages = {575-603}, doi = {10.1111/1468-0262.00124}, url = {https://doi.org/10.1111/1468-0262.00124} }