Bandingkan kaedah

	Model Peralihan Rejim Markov (MS-AR / MS-VAR)	Autoregresi Vektor (VAR)
Bidang	Ekonometrik	Ekonometrik
Keluarga	Regression model	Regression model
Tahun asal	1989	1980
Pengasas	Hamilton (1989); Kim & Nelson (1999)	Christopher A. Sims
Jenis	Regime-switching time series model	Multivariate time-series model
Sumber perintis	Hamilton, J. D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2), 357-384.	Sims, C. A. (1980). Macroeconomics and Reality. Econometrica, 48(1), 1–48.
Alias	regime-switching model, Markov-switching autoregression, MS-AR, MS-VAR	VAR, VAR model, vector autoregressive model, multivariate autoregression
Berkaitan	5	5
Ringkasan	The Markov regime-switching model lets the parameters of a time series change probabilistically across hidden regimes governed by a Markov chain. Introduced by Hamilton (1989) and developed further by Kim and Nelson (1999), it automatically detects business-cycle phases such as expansions and contractions.	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.