ScholarGate
Asistent

Uporedite metode

Pregledajte izabrane metode jednu pored druge; redovi koji se razlikuju su istaknuti.

Model glatke tranzicije (STAR)×Regresija sa pragom×
OblastEkonometrijaEkonometrija
PorodicaRegression modelRegression model
Godina nastanka19942000
TvoracTeräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)Bruce E. Hansen
TipNonlinear time-series regime-switching modelNonlinear regime-switching regression
Temeljni izvorTeräsvirta, T. (1994). Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models. Journal of the American Statistical Association, 89(425), 208–218. DOI ↗Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603. DOI ↗
Drugi nazivismooth transition autoregressive model, LSTAR, ESTAR, logistic STARthreshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression)
Srodne45
SažetakThe 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.
ScholarGateSkup podataka
  1. v1
  2. 2 Izvori
  3. PUBLISHED
  1. v1
  2. 1 Izvori
  3. PUBLISHED

Idi na pretragu Preuzmi slajdove

ScholarGateUporedite metode: STAR Model · Threshold Regression. Preuzeto 2026-06-17 sa https://scholargate.app/sr/compare