विधियों की तुलना करें

	संरचनात्मक विराम VAR मॉडल	सदिश त्रुटि सुधार मॉडल (VECM)
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1980–1998	1987
प्रवर्तक	Bai & Perron (structural breaks); Sims (VAR framework)	Robert F. Engle and Clive W. J. Granger
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.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
उपनाम	VAR with structural breaks, break-point VAR, regime-switching VAR, SB-VAR	VECM, error correction VAR, cointegrated VAR, vector equilibrium correction model
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.	The Vector Error Correction Model extends the Vector Autoregression (VAR) framework to a system of variables that share one or more long-run equilibrium relationships. It jointly models short-run dynamics and the speed at which each variable corrects back toward equilibrium after a shock, making it the standard tool for analysing cointegrated multivariate time series.