Add xi threshold and update dynamic_exog_coefs estimation

[andreramosfdc]

No description provided.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 94.34%. Comparing base (da4e844) to head (85fcef3).
Report is 5 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main      #71      +/-   ##
==========================================
+ Coverage   92.56%   94.34%   +1.78%     
==========================================
  Files           9        9              
  Lines         699      707       +8     
==========================================
+ Hits          647      667      +20     
+ Misses         52       40      -12     

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