Comparar métodos
Revisa los métodos seleccionados uno junto a otro; las filas que difieren aparecen resaltadas.
| Regresión de Umbral× | Regresión Cuantílica× | |
|---|---|---|
| Campo | Econometría | Econometría |
| Familia | Regression model | Regression model |
| Año de origen≠ | 2000 | 1978 |
| Autor original≠ | Bruce E. Hansen | Koenker & Bassett |
| Tipo≠ | Nonlinear regime-switching regression | Conditional quantile regression |
| Fuente seminal≠ | Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| Alias≠ | threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression) | conditional quantile regression, regression quantiles, Kantil Regresyon |
| Relacionados | 5 | 5 |
| Resumen≠ | Threshold regression is a nonlinear, regime-switching model in which the regression parameters take different values above and below an estimated threshold value of a threshold variable. The sample-splitting and threshold-estimation framework was developed by Bruce E. Hansen (2000) and is widely used for time-series and panel data with structural breaks and regime-dependent relationships. | Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails. |
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