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Regresi Kuadrat Terkecil Biasa (Ordinary Least Squares - OLS)×Model Autoregresi Vektor (VAR)×
BidangEkonometrikaEkonometrika
KeluargaRegression modelRegression model
Tahun asal20192005
PencetusWooldridge (textbook treatment); classical least squaresLütkepohl (textbook treatment); Sims (1980) macroeconometric tradition
TipeLinear regressionMultivariate time-series model
Sumber perintisWooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860Lütkepohl, H. (2005). New Introduction to Multiple Time Series Analysis. Springer. DOI ↗
Aliasordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonuvector autoregression, VAR, VAR Modeli (Vektör Otoregresyon), vektör otoregresyon
Terkait54
RingkasanOrdinary 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).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).
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ScholarGateBandingkan metode: OLS Regression · VAR Model. Diakses 2026-06-18 dari https://scholargate.app/id/compare