Compara mètodes

	Structural Break NARDL	Model de Correcció d'Errors Vectorial (VECM)
Camp	Econometria	Econometria
Família	Regression model	Regression model
Any d'origen	2014–2018	1987
Autor original	Shin, Yu & Greenwood-Nimmo (NARDL base); structural break extensions by subsequent applied researchers	Robert F. Engle and Clive W. J. Granger
Tipus	Nonlinear cointegration with structural breaks	Multivariate time-series model
Font seminal	Shin, Y., Yu, B., & Greenwood-Nimmo, M. (2014). Modelling asymmetric cointegration and dynamic multipliers in a nonlinear ARDL framework. In W. C. Horrace & R. C. Sickles (Eds.), Festschrift in Honor of Peter Schmidt (pp. 281–314). Springer.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
Àlies	SB-NARDL, NARDL with structural breaks, nonlinear ARDL with break, asymmetric ARDL structural break	VECM, error correction VAR, cointegrated VAR, vector equilibrium correction model
Relacionats	6	5
Resum	Structural Break NARDL extends the Nonlinear Autoregressive Distributed Lag (NARDL) bounds-testing framework by explicitly accommodating one or more structural breaks in the long-run relationship. It separates positive and negative changes in the regressor, tests for cointegration, and allows regime shifts, providing a richer picture of asymmetric and break-sensitive dynamics between variables.	The Vector Error Correction Model extends the Vector Autoregression (VAR) framework to a system of variables that share one or more long-run equilibrium relationships. It jointly models short-run dynamics and the speed at which each variable corrects back toward equilibrium after a shock, making it the standard tool for analysing cointegrated multivariate time series.