পদ্ধতির তুলনা করুন

	ননলিনিয়ার স্ট্রাকচারাল ভেক্টর অটোরিগ্রেশন (NL-SVAR) মডেল	অরৈখিক ভেক্টর অটো রিগ্রেশন মডেল
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1990s–2010s	1990s–2000s
প্রবর্তক	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Tsay (1998); Krolzig (1997); Tong (1990) for threshold framework
ধরন	Multivariate nonlinear structural time series model	Multivariate nonlinear time series model
মৌলিক উৎস	Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3(4), 267–358.	Tsay, R. S. (1998). Testing and modeling multivariate threshold models. Journal of the American Statistical Association, 93(443), 1188–1202.
অপর নাম	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	NLVAR, nonlinear vector autoregression, threshold VAR, TVAR
সম্পর্কিত	6	4
সারসংক্ষেপ	The Nonlinear Structural VAR model extends the standard SVAR framework to allow structural relationships and dynamic responses to vary across economic regimes or states of the world. By imposing nonlinear transition mechanisms — such as threshold switching or smooth regime change — it captures asymmetric responses to shocks that a linear SVAR cannot detect.	The Nonlinear VAR (NLVAR) model extends the standard vector autoregression by allowing the dynamic relationships among multiple time series to switch or change smoothly depending on an observed threshold variable, a latent regime state, or a smooth transition function. It is used when economic systems exhibit asymmetric responses, regime shifts, or state-dependent dynamics that a linear VAR cannot capture.