পদ্ধতির তুলনা করুন

	স্ট্রাকচারাল ব্রেক এআর মডেল	জিভট-অ্যান্ড্রুস স্ট্রাকচারাল ব্রেক টেস্ট
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1989-2003	1992
প্রবর্তক	Perron (1989); Bai & Perron (1998, 2003)	Eric Zivot and Donald W. K. Andrews
ধরন	Time-series model with structural change	Unit root test with endogenous structural break
মৌলিক উৎস	Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1-22.	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.
অপর নাম	AR model with structural change, breakpoint AR model, piecewise autoregressive model, AR model with regime shifts	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
সম্পর্কিত	6	6
সারসংক্ষেপ	The structural break AR model extends the standard autoregressive framework by allowing the intercept and autoregressive coefficients to shift at one or more unknown break dates. Each regime between consecutive break points is governed by its own AR parameters, capturing abrupt changes in the dynamics of a time series caused by crises, policy shifts, or other shocks.	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.