Confronta i metodi
Esamina i metodi selezionati fianco a fianco; le righe che differiscono sono evidenziate.
| Regression with Ordinary Least Squares (OLS)× | VAR a Soglia e a Transizione Graduale (TVAR / STVAR)× | |
|---|---|---|
| Campo | Econometria | Econometria |
| Famiglia | Regression model | Regression model |
| Anno di origine≠ | 2019 | 1998 |
| Ideatore≠ | Wooldridge (textbook treatment); classical least squares | Tsay (multivariate threshold modelling) |
| Tipo≠ | Linear regression | Nonlinear multivariate time-series model |
| Fonte seminale≠ | Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860 | Tsay, R. S. (1998). Testing and Modeling Multivariate Threshold Models. Journal of the American Statistical Association, 93(443), 1188-1202. DOI ↗ |
| Alias≠ | ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu | TVAR, STVAR, regime-switching VAR, threshold VAR |
| Correlati | 5 | 5 |
| Sintesi≠ | 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). | 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. |
| ScholarGateInsieme di dati ↗ |
|
|