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	TAR / SETAR: Autoregresja progowa dla szeregów czasowych ze zmianą reżimu	Model gładkiego przejścia autoregresyjnego (STAR)	Regresja progowa
Dziedzina	Ekonometria	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model	Regression model
Rok powstania	1990	1994	2000
Twórca	Howell Tong	Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)	Bruce E. Hansen
Typ	Nonlinear time-series model with regime switching	Nonlinear time-series regime-switching model	Nonlinear regime-switching regression
Źródło pierwotne	Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0-19-852300-6	Teräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218.	Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603.
Inne nazwy	Threshold Autoregression, Self-Exciting Threshold Autoregression, SETAR Model, Eşik Otoregresyon	smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR	threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression)
Pokrewne	2	4	5
Podsumowanie	TAR and SETAR are nonlinear autoregressive models introduced by Howell Tong (1990) that allow a time series to follow different linear dynamics in distinct regimes, separated by one or more threshold values. SETAR is the self-exciting variant, in which the threshold variable is a lagged value of the series itself, making it particularly suited to cycles, asymmetric adjustment, and limit-cycle behavior observed in economic and financial data.	The Smooth Transition Autoregressive (STAR) model is a nonlinear time-series model, developed in Teräsvirta's 1994 framework, that lets the dynamics move smoothly rather than abruptly between two regimes. The logistic variant (LSTAR) captures asymmetric business cycles and the exponential variant (ESTAR) captures purchasing-power-parity deviations.	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.