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	स्ट्रक्चरल ब्रेक SVAR मॉडल	ज़िवोट-एंड्रयूज संरचनात्मक ब्रेक परीक्षण
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1980–2000s	1992
प्रवर्तक	Sims (1980) for SVAR; structural break extensions developed throughout 1990s–2000s	Eric Zivot and Donald W. K. Andrews
प्रकार	Multivariate time-series model with regime change	Unit root test with endogenous structural break
मौलिक स्रोत	Sims, C. A. (1980). Macroeconomics and reality. Econometrica, 48(1), 1–48.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
उपनाम	break-SVAR, SVAR with regime change, structural break structural VAR, SB-SVAR	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
संबंधित	6	6
सारांश	The structural break SVAR model extends the standard Structural Vector Autoregression by allowing one or more discrete shifts in the system's parameters across time. It simultaneously identifies causal (structural) shocks and accounts for regime changes — such as policy shifts, crises, or institutional reforms — that alter the dynamics among multiple time series.	The Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events.