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مدل خودرگرسیون انتقال هموار (STAR)×رگرسیون حداقل مربعات معمولی (OLS)×رگرسیون کوانتایل×
حوزهاقتصادسنجیاقتصادسنجیاقتصادسنجی
خانوادهRegression modelRegression modelRegression model
سال پیدایش199420191978
پدیدآورTeräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)Wooldridge (textbook treatment); classical least squaresKoenker & Bassett
نوعNonlinear time-series regime-switching modelLinear regressionConditional quantile regression
منبع بنیادینTeräsvirta, 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: 978-1337558860Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
نام‌های دیگرsmooth transition autoregressive model, LSTAR, ESTAR, logistic STARordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuconditional quantile regression, regression quantiles, Kantil Regresyon
مرتبط455
خلاصهThe 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).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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ScholarGateمقایسهٔ روش‌ها: STAR Model · OLS Regression · Quantile Regression. بازیابی‌شده در 2026-06-18 از https://scholargate.app/fa/compare