So sánh phương pháp

	Hồi quy ngưỡng	Hồi quy Bình phương Tối thiểu Thông thường (OLS)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	2000	2019
Người khởi xướng	Bruce E. Hansen	Wooldridge (textbook treatment); classical least squares
Loại	Nonlinear regime-switching regression	Linear regression
Công trình gốc	Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Tên gọi khác	threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Liên quan	5	5
Tóm tắt	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).