Comparer des méthodes

	OLS avec rupture structurelle	Autoregressive Vectoriel (VAR)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1960–1998	1980
Auteur d'origine	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation	Christopher A. Sims
Type	Segmented linear regression	Multivariate time-series model
Source fondatrice	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
Alias	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression	VAR, VAR model, vector autoregressive model, multivariate autoregression
Apparentées	6	5
Résumé	Structural Break OLS extends ordinary least squares to allow regression coefficients to shift at one or more breakpoints in time or across regimes. Rather than forcing a single coefficient vector across the entire sample, the model partitions the data and estimates a separate OLS regression within each segment, making it appropriate when economic relationships are suspected to change due to policy shifts, crises, or other structural events.	Vector Autoregression is a multivariate time-series model in which each variable is regressed on its own lags and the lags of all other variables in the system. Originally proposed by Sims (1980) as a data-driven alternative to large structural macroeconomic models, VAR has become the standard workhorse for dynamic analysis in empirical economics and finance.