পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| থ্রেশহোল্ড এবং স্মুথ-ট্রানজিশন VAR (TVAR / STVAR)× | ভেক্টর অটো রিগ্রেশন (VAR) মডেল× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model |
| উদ্ভবের বছর≠ | 1998 | 2005 |
| প্রবর্তক≠ | Tsay (multivariate threshold modelling) | Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition |
| ধরন≠ | Nonlinear multivariate time-series model | Multivariate time-series model |
| মৌলিক উৎস≠ | Tsay, R. S. (1998). Testing and Modeling Multivariate Threshold Models. Journal of the American Statistical Association, 93(443), 1188-1202. DOI ↗ | Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗ |
| অপর নাম≠ | TVAR, STVAR, regime-switching VAR, threshold VAR | vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon |
| সম্পর্কিত≠ | 5 | 4 |
| সারসংক্ষেপ≠ | Threshold VAR and Smooth-Transition VAR are nonlinear multivariate time-series models in which the coefficients of a vector autoregression switch between regimes according to a threshold variable. Building on Tsay's 1998 treatment of multivariate threshold models, they capture different dynamic structures across phases such as the business cycle, financial crises, or policy differences. | Vector Autoregression is a multivariate time-series model that treats several interdependent series symmetrically, letting each variable depend on its own past values and the past values of all the others. It is the standard tool for capturing mutual causality and joint dynamics, developed in the modern multiple-time-series tradition treated by Lütkepohl (2005). |
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