Сравнение на методи
Прегледайте избраните методи един до друг; редовете с разлики са откроени.
| GLS със структурни прекъсвания× | Обобщен метод на най-малките квадрати за панелни данни (Panel GLS)× | |
|---|---|---|
| Област | Иконометрия | Иконометрия |
| Семейство | Regression model | Regression model |
| Година на възникване≠ | 1998 (structural break GLS formalization) | 1935 / developed for panels 1980s–1990s |
| Създател≠ | Bai & Perron (1998); GLS framework by Aitken (1936) | Aitken (1935); extended to panel data by Baltagi and others |
| Тип≠ | Regression estimator | Generalized linear regression |
| Основополагащ източник≠ | Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Други названия | GLS with structural breaks, break-adjusted GLS, structural change GLS, regime-switching GLS | Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel |
| Свързани≠ | 6 | 3 |
| Резюме≠ | Structural Break GLS combines Generalized Least Squares estimation with explicit allowance for regime shifts in the data-generating process. The method estimates separate coefficient vectors for each segment defined by detected break dates while correcting for non-spherical errors — heteroscedasticity or autocorrelation — that frequently accompany structural change, yielding consistent and efficient estimates across all regimes. | Panel GLS is a regression method for longitudinal data that explicitly models the non-spherical error structure — heteroscedasticity across units and serial correlation within units — to recover efficient coefficient estimates. Unlike OLS, it weights observations by the inverse of the error covariance matrix, yielding the Best Linear Unbiased Estimator when the error structure is correctly specified. |
| ScholarGateНабор от данни ↗ |
|
|