השוואת שיטות

	רגרסיית קוונטילים	מודל STAR (Smooth Transition Autoregressive)
תחום	אקונומטריקה	אקונומטריקה
משפחה	Regression model	Regression model
שנת המקור	1978	1994
הוגה השיטה	Koenker & Bassett	Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)
סוג	Conditional quantile regression	Nonlinear time-series regime-switching model
מקור מכונן	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.	Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218.
כינויים	conditional quantile regression, regression quantiles, Kantil Regresyon	smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR
קשורות	5	4
תקציר	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.	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.