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	स्ट्रक्चरल ब्रेक एमए मॉडल	संरचनात्मक विराम एआर मॉडल
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1989–1992	1989-2003
प्रवर्तक	Perron (1989); Zivot & Andrews (1992)	Perron (1989); Bai & Perron (1998, 2003)
प्रकार	Time series model with structural change	Time-series model with structural change
मौलिक स्रोत	Perron, P. (1989). The great crash, the oil price shock, and the unit root hypothesis. Econometrica, 57(6), 1361–1401.	Bai, J., & Perron, P. (2003). Computation and analysis of multiple structural change models. Journal of Applied Econometrics, 18(1), 1-22.
उपनाम	MA model with structural change, broken MA model, MA with regime shift, structural break moving average	AR model with structural change, breakpoint AR model, piecewise autoregressive model, AR model with regime shifts
संबंधित	5	6
सारांश	A Moving Average (MA) time series model augmented to accommodate one or more structural breaks — abrupt shifts in the mean, variance, or MA coefficients occurring at known or unknown break dates. Ignoring structural breaks in an MA process inflates forecast errors and distorts inference on the error dynamics.	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.