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المجالالاقتصاد القياسيالاقتصاد القياسي
العائلةRegression modelRegression model
سنة النشأة1998 (Bai-Perron); FE estimator classical1971–1978
صاحب الطريقةBai & Perron (structural break testing); Mundlak / within-group estimator traditionMundlak (1978); Nerlove (1971); classical panel econometrics
النوعPanel regression with regime changePanel regression estimator
المصدر التأسيسيBai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI ↗Baltagi, B. H. (2021). Econometric Analysis of Panel Data (6th ed.). Springer. ISBN: 978-3030538002
الأسماء البديلةFE model with structural breaks, break-adjusted fixed effects, panel fixed effects with regime shifts, structural change fixed effects estimatorFE model, within estimator, least squares dummy variable, LSDV regression
ذات صلة65
الملخصThe structural break fixed effects model extends the standard within-group (FE) panel estimator by allowing the slope coefficients to shift at one or more detected break dates. Each unit's unobserved time-invariant heterogeneity is still removed by demeaning, but separate coefficient regimes are estimated for each sub-period, capturing policy shifts, crises, or technological transitions that would otherwise bias a single-regime FE estimate.The fixed effects (FE) model is the workhorse estimator for panel data when unobserved unit-specific characteristics are suspected to correlate with the regressors. By absorbing each entity's time-invariant heterogeneity into a separate intercept, FE isolates the causal effect of within-unit variation and eliminates omitted-variable bias from time-constant confounders.
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  1. v1
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  3. PUBLISHED

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ScholarGateقارن الطرق: Structural Break Fixed Effects Model · Fixed Effects Model. استُرجع بتاريخ 2026-06-15 من https://scholargate.app/ar/compare