Σύγκριση μεθόδων

	Μοντέλο SVAR με Δομικά Ρήγματα	Δοκιμή Ζίβοτ-Άντριους για Δομικά Θραύσματα
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Regression model	Regression model
Έτος προέλευσης	1980–2000s	1992
Δημιουργός	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Eric Zivot and Donald W. K. Andrews
Τύπος	Multivariate time-series model with regime change	Unit root test with endogenous structural break
Θεμελιώδης πηγή	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	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.
Εναλλακτικές ονομασίες	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Συναφείς	6	6
Σύνοψη	The structural break SVAR model extends the standard Structural Vector Autoregression by allowing one or more discrete shifts in the system's parameters across time. It simultaneously identifies causal (structural) shocks and accounts for regime changes — such as policy shifts, crises, or institutional reforms — that alter the dynamics among multiple time series.	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.