Under Eviews you can estimate an STR model using the same dialog as discrete Threshold Regression. Open an existing equation or select Quick/Estimate Equation... from the main EViews menu, select THRESHOLD - Threshold Regression from the main Method dropdown menu near the bottom of the dialog, and click on the Smooth radio button in the Threshold type setting. More on this: http://www.eviews.com/help/helpintro.html#page/content/star-Estimating_a_Smooth_Transition_Regression_in_EVi.html