পদ্ধতির তুলনা করুন

	Structural Break DCC-GARCH মডেল	জিভট-অ্যান্ড্রুস স্ট্রাকচারাল ব্রেক টেস্ট
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	2002-2006	1992
প্রবর্তক	Engle (2002) for DCC; break-augmented extensions by Pelletier (2006) and subsequent literature	Eric Zivot and Donald W. K. Andrews
ধরন	Multivariate volatility model with regime change	Unit root test with endogenous structural break
মৌলিক উৎস	Engle, R. F. (2002). Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business and Economic Statistics, 20(3), 339-350.	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	DCC-GARCH with structural breaks, break-adjusted DCC-GARCH, regime-shift DCC-GARCH, SB-DCC-GARCH	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
সম্পর্কিত	5	6
সারসংক্ষেপ	Structural break DCC-GARCH extends Engle's Dynamic Conditional Correlation GARCH framework by explicitly allowing the correlation and volatility structure to shift at one or more structural break points in the sample. It models time-varying co-volatility between multiple financial series while accounting for sudden regime changes caused by crises, policy shifts, or market microstructure changes.	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.