Bandingkan metode

	VAR Ambang Batas dan VAR Transisi Halus (TVAR / STVAR)	Model Peralihan Rezim Markov (MS-AR / MS-VAR)
Bidang	Ekonometrika	Ekonometrika
Keluarga	Regression model	Regression model
Tahun asal	1998	1989
Pencetus	Tsay (multivariate threshold modelling)	Hamilton (1989); Kim & Nelson (1999)
Tipe	Nonlinear multivariate time-series model	Regime-switching time series model
Sumber perintis	Tsay, R. S. (1998). Testing and Modeling Multivariate Threshold Models. Journal of the American Statistical Association, 93(443), 1188-1202.	Hamilton, J. D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2), 357-384.
Alias	TVAR, STVAR, regime-switching VAR, threshold VAR	regime-switching model, Markov-switching autoregression, MS-AR, MS-VAR
Terkait	5	5
Ringkasan	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.	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.