विधियों की तुलना करें
चुनी हुई विधियों की आमने-सामने समीक्षा करें; भिन्नता वाली पंक्तियाँ रेखांकित हैं।
| स्मूथ ट्रांज़िशन ऑटोरिग्रेसिव (STAR) मॉडल× | क्वांटाइल रिग्रेशन× | |
|---|---|---|
| क्षेत्र | अर्थमिति | अर्थमिति |
| परिवार | Regression model | Regression model |
| उद्भव वर्ष≠ | 1994 | 1978 |
| प्रवर्तक≠ | Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002) | Koenker & Bassett |
| प्रकार≠ | Nonlinear time-series regime-switching model | Conditional quantile regression |
| मौलिक स्रोत≠ | Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218. DOI ↗ | Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗ |
| उपनाम≠ | smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR | conditional quantile regression, regression quantiles, Kantil Regresyon |
| संबंधित≠ | 4 | 5 |
| सारांश≠ | 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. | 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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