Methoden vergelijken

	Gewone Kleinste Kwadraten (GKK) Regressie	Vector Autoregressie met Drempelwaarde en Gladde Overgang (TVAR / STVAR)
Vakgebied	Econometrie	Econometrie
Familie	Regression model	Regression model
Jaar van ontstaan	2019	1998
Grondlegger	Wooldridge (textbook treatment); classical least squares	Tsay (multivariate threshold modelling)
Type	Linear regression	Nonlinear multivariate time-series model
Oorspronkelijke bron	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.
Aliassen	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	TVAR, STVAR, regime-switching VAR, threshold VAR
Verwant	5	5
Samenvatting	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.