เปรียบเทียบวิธี

	แบบจำลอง Nonlinear Structural Vector Autoregression (NL-SVAR)	แบบจำลองเวกเตอร์ปรับแก้ความคลาดเคลื่อน (VECM)
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	1990s–2010s	1987
ผู้ริเริ่ม	Extensions by Koop, Potter, Auerbach, Gorodnichenko and others	Robert F. Engle and Clive W. J. Granger
ประเภท	Multivariate nonlinear structural time series model	Multivariate 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.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
ชื่อเรียกอื่น	nonlinear structural VAR, NL-SVAR, threshold SVAR, regime-switching SVAR	VECM, error correction VAR, cointegrated VAR, vector equilibrium correction model
ที่เกี่ยวข้อง	6	5
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 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.