เปรียบเทียบวิธี

	TAR / SETAR: การถดถอยอัตโนมัติแบบมีเกณฑ์สำหรับอนุกรมเวลาที่มีการเปลี่ยนระบอบ	การถดถอยแบบมีธรณีประตู
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1990	2000
ผู้ริเริ่ม	Howell Tong	Bruce E. Hansen
ประเภท	Nonlinear time-series model with regime switching	Nonlinear regime-switching regression
แหล่งต้นตำรับ	Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0-19-852300-6	Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603.
ชื่อเรียกอื่น	Threshold Autoregression, Self-Exciting Threshold Autoregression, SETAR Model, Eşik Otoregresyon	threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression)
ที่เกี่ยวข้อง	2	5
สรุป	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.	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.