방법 비교

	구조적 단절 OLS	Vector Autoregression (VAR)
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1960–1998	1980
창시자	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation	Christopher A. Sims
유형	Segmented linear regression	Multivariate time-series model
원전	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.
별칭	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression	VAR, VAR model, vector autoregressive model, multivariate autoregression
관련	6	5
요약	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.