विधियों की तुलना करें

	संरचनात्मक विराम VAR मॉडल	वेक्टर ऑटोरिग्रेशन (VAR)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1980–1998	1980
प्रवर्तक	Bai & Perron (structural breaks); Sims (VAR framework)	Christopher A. Sims
प्रकार	Multivariate time series model with regime change	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	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR	VAR, VAR model, vector autoregressive model, multivariate autoregression
संबंधित	6	5
सारांश	The Structural Break VAR model extends the standard Vector Autoregression (VAR) framework by allowing coefficient matrices and error covariance to shift at one or more unknown break dates. It is designed for multivariate time series where economic relationships change abruptly due to policy shifts, financial crises, or major 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.