Comparar métodos

	Modelo AR con Rupturas Estructurales	Modelo VAR con Rupturas Estructurales
Campo	Econometría	Econometría
Familia	Regression model	Regression model
Año de origen	1989-2003	1980–1998
Autor original	Perron (1989); Bai & Perron (1998, 2003)	Bai & Perron (structural breaks); Sims (VAR framework)
Tipo	Time-series model with structural change	Multivariate time series model with regime change
Fuente seminal	Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1-22.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Alias	AR model with structural change, breakpoint AR model, piecewise autoregressive model, AR model with regime shifts	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR
Relacionados	6	6
Resumen	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 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.