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	स्ट्रक्चरल ब्रेक ओएलएस (Structural Break OLS)	वेक्टर ऑटोरिग्रेशन (VAR)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1960–1998	1980
प्रवर्तक	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation	Christopher A. Sims
प्रकार	Segmented linear regression	Multivariate time-series model
मौलिक स्रोत	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.
उपनाम	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression	VAR, VAR model, vector autoregressive model, multivariate autoregression
संबंधित	6	5
सारांश	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.