เปรียบเทียบวิธี

	แบบจำลอง STAR (Smooth Transition Autoregressive Model)	การถดถอยแบบมีธรณีประตู
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1994	2000
ผู้ริเริ่ม	Teräsvirta (1994); van Dijk, Teräsvirta & Franses (2002)	Bruce E. Hansen
ประเภท	Nonlinear time-series regime-switching model	Nonlinear regime-switching regression
แหล่งต้นตำรับ	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.
ชื่อเรียกอื่น	smooth transition autoregressive model, LSTAR, ESTAR, logistic STAR	threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression)
ที่เกี่ยวข้อง	4	5
สรุป	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.