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Panel Smooth Transition Regression/Evidence
Method evidence record

Panel Smooth Transition Regression

Panel Smooth Transition Regression (PSTR) models nonlinear panel relationships where coefficients transition smoothly (rather than abruptly) between regimes as a transition variable crosses thresholds. Introduced by Gonzalez et al. (2005), it extends univariate smooth-transition autoregression (STAR) models to panels, capturing gradual shifts in economic behavior. This approach is realistic when adjustment costs cause smooth (not sudden) regime changes.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Panel Smooth Transition Regression Model
Taxonomic method record · regression-model / econometrics
  • Gonzalez, A., Terasvirta, T., & van Dijk, D. (2005). Panel smooth transition regression models. Research Paper, Melbourne Institute of Applied Economic and Social Research. · URL
  • Terasvirta, T. (1994). Specification, estimation, and evaluation of smooth transition autoregressive models. Journal of the American Statistical Association, 89(425), 208-218. · DOI 10.1080/01621459.1994.10476462
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Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

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Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Same method familyInteractive Fixed Effectsmachine-suggested · Relational suggestion, not evidence.Same method familyThreshold Panel VARmachine-suggested · Relational suggestion, not evidence.Same method familyTVP-FAVARmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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