পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| মসৃণ রূপান্তর স্বয়ংক্রীয় রিগ্রেশন (STAR) মডেল× | সাধারণ ন্যূনতম বর্গক্ষেত্র (OLS) রিগ্রেশন× | প্যানেল ভেক্টর অটোরিগ্রেশন (Panel VAR)× | |
|---|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model | Regression model |
| উদ্ভবের বছর≠ | 1994 | 2019 | 1988 |
| প্রবর্তক≠ | Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002) | Wooldridge (textbook treatment); classical least squares | Holtz-Eakin, Newey & Rosen |
| ধরন≠ | Nonlinear time-series regime-switching model | Linear regression | Panel vector autoregression |
| মৌলিক উৎস≠ | Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218. DOI ↗ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Holtz-Eakin, D., Newey, W. & Rosen, H. S. (1988). Estimating Vector Autoregressions with Panel Data. Econometrica, 56(6), 1371-1395. DOI ↗ |
| অপর নাম≠ | smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | PVAR, panel vector autoregression, Panel VAR (PVAR) |
| সম্পর্কিত≠ | 4 | 5 | 3 |
| সারসংক্ষেপ≠ | The Smooth Transition Autoregressive (STAR) model is a nonlinear time-series model, developed in Teräsvirta's 1994 framework, that lets the dynamics move smoothly rather than abruptly between two regimes. The logistic variant (LSTAR) captures asymmetric business cycles and the exponential variant (ESTAR) captures purchasing-power-parity deviations. | Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE). | Panel VAR extends the vector autoregression model to panel data, modelling the dynamic interactions among several variables while controlling for cross-unit heterogeneity through fixed effects. It was introduced by Holtz-Eakin, Newey and Rosen in 1988 and produces impulse-response functions and variance decompositions at the panel level. |
| ScholarGateডেটাসেট ↗ |
|
|
|