Порівняння методів

	OLS зі структурними розривами	Векторна авторегресія (VAR)
Галузь	Економетрика	Економетрика
Родина	Regression model	Regression model
Рік появи	1960–1998	1980
Автор методу	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation	Christopher A. Sims
Тип	Segmented linear regression	Multivariate time-series model
Основоположне джерело	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.
Інші назви	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression	VAR, VAR model, vector autoregressive model, multivariate autoregression
Пов'язані	6	5
Підсумок	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.