مقایسهٔ روشها
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| رگرسیون حداقل مربعات معمولی (OLS)× | مدل خودرگرسیون انتقال هموار (STAR)× | |
|---|---|---|
| حوزه | اقتصادسنجی | اقتصادسنجی |
| خانواده | Regression model | Regression model |
| سال پیدایش≠ | 2019 | 1994 |
| پدیدآور≠ | Wooldridge (textbook treatment); classical least squares | Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002) |
| نوع≠ | Linear regression | Nonlinear time-series regime-switching model |
| منبع بنیادین≠ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218. DOI ↗ |
| نامهای دیگر≠ | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR |
| مرتبط≠ | 5 | 4 |
| خلاصه≠ | 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). | 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. |
| ScholarGateمجموعهداده ↗ |
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