So sánh phương pháp

	Kiểm định đồng liên kết Johansen có điểm đứt gãy cấu trúc	Mô hình hiệu chỉnh sai số véc-tơ có điểm gãy cấu trúc (SB-VECM)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	2000–2001	1996–2000
Người khởi xướng	Johansen (1988); structural-break extensions by Saikkonen & Lütkepohl (2000) and Lütkepohl, Müller & Saikkonen (2001)	Gregory & Hansen (1996); Johansen, Mosconi & Nielsen (2000)
Loại	Cointegration test / VECM estimation	Multivariate error correction model with structural breaks
Công trình gốc	Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control, 12(2–3), 231–254.	Gregory, A. W., & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts. Journal of Econometrics, 70(1), 99–126.
Tên gọi khác	Johansen cointegration with breaks, break-robust Johansen test, cointegration test with regime shifts, structural change Johansen VECM	SB-VECM, VECM with regime shifts, cointegration model with structural breaks, break-augmented VECM
Liên quan	5	5
Tóm tắt	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.	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.