השוואת שיטות

	מודל מיתוג-משטרים של מרקוב (MS-AR / MS-VAR)	רגרסיית ריבועים פחותים רגילים (OLS)	Threshold and Smooth-Transition VAR	מודל אוטורגרסיה וקטורית (VAR)
תחום	אקונומטריקה	אקונומטריקה	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model	Regression model	Regression model
שנת המקור	1989	2019	1998	2005
הוגה השיטה	Hamilton (1989); Kim & Nelson (1999)	Wooldridge (textbook treatment); classical least squares	Tsay (multivariate threshold modelling)	Lütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
סוג	Regime-switching time series model	Linear regression	Nonlinear multivariate time-series model	Multivariate time-series model
מקור מכונן	Hamilton, J. D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2), 357-384.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Tsay, R. S. (1998). Testing and Modeling Multivariate Threshold Models. Journal of the American Statistical Association, 93(443), 1188-1202.	Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer.
כינויים	regime-switching model, Markov-switching autoregression, MS-AR, MS-VAR	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	TVAR, STVAR, regime-switching VAR, threshold VAR	vector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
קשורות	5	5	5	4
תקציר	The Markov regime-switching model lets the parameters of a time series change probabilistically across hidden regimes governed by a Markov chain. Introduced by Hamilton (1989) and developed further by Kim and Nelson (1999), it automatically detects business-cycle phases such as expansions and contractions.	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).	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).