Bandingkan metode

	Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)	Regresi Kuantil	Model Autoregresif Transisi Halus (STAR)
Bidang	Ekonometrika	Ekonometrika	Ekonometrika
Keluarga	Regression model	Regression model	Regression model
Tahun asal	2019	1978	1994
Pencetus	Wooldridge (textbook treatment); classical least squares	Koenker & Bassett	Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)
Tipe	Linear regression	Conditional quantile regression	Nonlinear time-series regime-switching model
Sumber perintis	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	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.
Alias	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	conditional quantile regression, regression quantiles, Kantil Regresyon	smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR
Terkait	5	5	4
Ringkasan	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.	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.