เปรียบเทียบวิธี

	แบบจำลอง Nonlinear Structural Vector Autoregression (NL-SVAR)	แบบจำลองการแก้ไขข้อผิดพลาดแบบเวกเตอร์ไม่เชิงเส้น (Nonlinear VECM)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1990s–2010s	1989–1998
ผู้ริเริ่ม	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Granger & Lee (1989); Enders & Granger (1998)
ประเภท	Multivariate nonlinear structural time series model	Nonlinear time-series model
แหล่งต้นตำรับ	Koop, G., & Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3(4), 267–358.	Enders, W., & Granger, C. W. J. (1998). Unit-root tests and asymmetric adjustment with an example using the term structure of interest rates. Journal of Business & Economic Statistics, 16(3), 304–311.
ชื่อเรียกอื่น	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	nonlinear VECM, NVECM, threshold VECM, asymmetric VECM
ที่เกี่ยวข้อง	6	2
สรุป	The Nonlinear Structural VAR model extends the standard SVAR framework to allow structural relationships and dynamic responses to vary across economic regimes or states of the world. By imposing nonlinear transition mechanisms — such as threshold switching or smooth regime change — it captures asymmetric responses to shocks that a linear SVAR cannot detect.	The Nonlinear VECM extends the standard linear VECM by allowing the speed of adjustment toward long-run equilibrium to differ depending on the sign, magnitude, or regime of deviations from that equilibrium. It captures asymmetric or threshold-driven dynamics in cointegrated time-series systems that a standard VECM would miss.