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| Regressione a soglia× | Modello a Effetti Fissi per Dati Panel× | |
|---|---|---|
| Campo | Econometria | Econometria |
| Famiglia | Regression model | Regression model |
| Anno di origine≠ | 2000 | 2014 |
| Ideatore≠ | Bruce E. Hansen | Hsiao (textbook treatment); within transformation of panel data |
| Tipo≠ | Nonlinear regime-switching regression | Panel data regression |
| Fonte seminale≠ | Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603. DOI ↗ | Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗ |
| Alias | threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression) | fixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli |
| Correlati | 5 | 5 |
| Sintesi≠ | Threshold regression is a nonlinear, regime-switching model in which the regression parameters take different values above and below an estimated threshold value of a threshold variable. The sample-splitting and threshold-estimation framework was developed by Bruce E. Hansen (2000) and is widely used for time-series and panel data with structural breaks and regime-dependent relationships. | The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014). |
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