Comparer des méthodes

	Test des seuils ARDL avec rupture structurelle	Modèle Vector Error Correction avec Ruptures Structurelles (SB-VECM)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	2001–2010s	1996–2000
Auteur d'origine	Pesaran, Shin & Smith (bounds framework); structural break extensions by Bahmani-Oskooee, Enders & Jones, and others	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)
Type	Cointegration / bounds test	Multivariate error correction model with structural breaks
Source fondatrice	Pesaran, M. H., Shin, Y., & Smith, R. J. (2001). Bounds testing approaches to the analysis of level relationships. Journal of Applied Econometrics, 16(3), 289–326.	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.
Alias	SB-ARDL bounds test, ARDL bounds test with structural break, Fourier ARDL bounds test, break-augmented bounds testing	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM
Apparentées	6	5
Résumé	The structural break ARDL bounds test extends the Pesaran, Shin and Smith (2001) bounds testing framework to accommodate one or more structural breaks in the long-run relationship between time-series variables. By incorporating break dummies or smooth Fourier terms into the ARDL error-correction equation, it allows researchers to test for cointegration even when the data have experienced shifts in intercept or slope caused by policy changes, crises, or regime switches.	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.