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Threshold Panel VAR/Ushahidi
Rekodi ya ushahidi wa mbinu

Threshold Panel VAR

The Threshold Panel VAR extends the standard vector autoregression framework to accommodate regime-switching behavior where relationships change when a threshold variable crosses a critical level. Introduced by Hansen (1996) and applied to panels by Caner and Hansen (2001), it allows different dynamic relationships across regimes (e.g., expansions versus recessions) while exploiting the cross-sectional dimension of panel data. This nonlinear framework captures state-dependent policy effects and economic mechanisms.

Sources recorded, not reviewed

Rekodi ya chanzo

Nukuu zimehamishwa kwa uhalisi kutoka kwa rekodi ya chanzo cha mbinu. Hakuna uthibitisho wa kiwango cha dai unaodokezwa kutoka kwao.

Threshold Panel Vector Autoregression
Rekodi ya mbinu ya kiajenda · regression-model / econometrics
  • Hansen, B. E. (1996). Inference when a nuisance parameter is not identified under the null hypothesis. Econometric Theory, 12(3), 386-414. · DOI 10.2307/2171789
  • Caner, M., & Hansen, B. E. (2001). Threshold autoregression with a unit root. Econometric Theory, 17(4), 1-36. · DOI 10.1111/1468-0262.00257
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Same method familyGlobal VARmachine-suggested · Relational suggestion, not evidence.Same method familyPanel Smooth Transition Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyTVP-FAVARmachine-suggested · Relational suggestion, not evidence.

Hali ya ushahidi

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

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