Compară metode
Examinează metodele selectate una lângă alta; rândurile care diferă sunt evidențiate.
| Regresia spațială (modelele cu decalaj spațial și cu eroare spațială)× | Regresie cu prag× | |
|---|---|---|
| Domeniu | Econometrie | Econometrie |
| Familie | Regression model | Regression model |
| Anul apariției≠ | 1988 | 2000 |
| Autorul original≠ | Luc Anselin | Bruce E. Hansen |
| Tip≠ | Spatial regression (cross-sectional) | Nonlinear regime-switching regression |
| Sursa seminală≠ | Anselin, L. (1988). Spatial Econometrics: Methods and Models. Kluwer Academic Publishers. DOI ↗ | Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603. DOI ↗ |
| Denumiri alternative≠ | spatial econometrics, spatial lag model, spatial error model, SAR / SEM | threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression) |
| Înrudite | 5 | 5 |
| Rezumat≠ | Spatial regression is a family of regression models that build geographic neighbourhood relationships directly into the model, introduced by Luc Anselin in his 1988 treatment of spatial econometrics. It splits into a spatial lag model, where spatial dependence sits in the dependent variable, and a spatial error model, where the dependence sits in the error term. | 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. |
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