قارن الطرق

	نموذج الانحدار الذاتي المتجه (VAR) مع الانقطاعات الهيكلية	اختبار Zivot-Andrews للكسر الهيكلي
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1980–1998	1992
صاحب الطريقة	Bai & Perron (structural breaks); Sims (VAR framework)	Eric Zivot and Donald W. K. Andrews
النوع	Multivariate time series model with regime change	Unit root test with endogenous structural break
المصدر التأسيسي	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
الأسماء البديلة	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
ذات صلة	6	6
الملخص	The Structural Break VAR model extends the standard Vector Autoregression (VAR) framework by allowing coefficient matrices and error covariance to shift at one or more unknown break dates. It is designed for multivariate time series where economic relationships change abruptly due to policy shifts, financial crises, or major structural events.	The Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events.