Regression model
阈值回归
阈值回归是一种非线性、状态转换模型，其中回归参数在阈值变量的估计阈值之上和之下取不同值。样本分割和阈值估计框架由Bruce E. Hansen（2000）开发，广泛用于具有结构性断裂和状态依赖关系的的时间序列和面板数据。
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Method map
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来源
- Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603. DOI: 10.1111/1468-0262.00124 ↗
如何引用本页
ScholarGate. (2026, June 1). Threshold Regression Model. ScholarGate. https://scholargate.app/zh/econometrics/threshold-regression
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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