পদ্ধতির তুলনা করুন

	Structural Break VAR Model	কাঠামোগত বিরতি সহ ভেক্টর ত্রুটি সংশোধন মডেল (SB-VECM)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1980–1998	1996–2000
প্রবর্তক	Bai & Perron (structural breaks); Sims (VAR framework)	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)
ধরন	Multivariate time series model with regime change	Multivariate error correction model with structural breaks
মৌলিক উৎস	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.
অপর নাম	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM
সম্পর্কিত	6	5
সারসংক্ষেপ	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 Structural Break VECM extends the standard Vector Error Correction Model to allow the cointegrating relationships, adjustment speeds, or short-run dynamics to shift at one or more known or estimated break dates. It preserves the long-run equilibrium framework of the VECM while explicitly modelling regime changes caused by policy shifts, crises, or institutional changes.