Salīdzināt metodes

	Vektora kļūdu labojuma modelis ar strukturālām pārtraukumiem (SB-VECM)	Johansena kointegrācijas tests ar strukturālām lūzuma vietām
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1996–2000	2000–2001
Autors	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)	Johansen (1988); structural-break extensions by Saikkonen & Lütkepohl (2000) and Lütkepohl, Müller & Saikkonen (2001)
Tips	Multivariate error correction model with structural breaks	Cointegration test / VECM estimation
Pirmavots	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.	Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12(2–3), 231–254.
Citi nosaukumi	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM	Johansen cointegration with breaks, break-robust Johansen test, cointegration test with regime shifts, structural change Johansen VECM
Saistītās	5	5
Kopsavilkums	The Structural Break VECM extends the standard Vector Error Correction Model to allow the cointegrating relationships, adjustment speeds, or short-run dynamics to shift at one or more known or estimated break dates. It preserves the long-run equilibrium framework of the VECM while explicitly modelling regime changes caused by policy shifts, crises, or institutional changes.	The structural break Johansen cointegration test extends the standard maximum-likelihood Johansen procedure to settings where the multivariate time series exhibits level shifts or trend breaks. By incorporating dummy variables or shift regressors into the VECM, the test determines the cointegrating rank without confounding genuine long-run relationships with regime changes.