পদ্ধতির তুলনা করুন

	কাঠামোগত বিরতি WLS (কাঠামোগত বিরতি সংশোধন সহ ওয়েটেড লিস্ট স্কোয়ার্স)	স্ট্রাকচারাল ব্রেক জিএলএস
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1998 (break framework); WLS long-established	1998 (structural break GLS formalization)
প্রবর্তক	Bai & Perron (structural break framework); WLS classical	Bai & Perron (1998); GLS framework by Aitken (1936)
ধরন	Weighted regression with regime shifts	Regression estimator
মৌলিক উৎস	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
অপর নাম	WLS with structural change, break-corrected WLS, segmented WLS, structural break weighted regression	GLS with structural breaks, break-adjusted GLS, structural change GLS, regime-switching GLS
সম্পর্কিত	5	6
সারসংক্ষেপ	Structural Break WLS combines Weighted Least Squares estimation with explicit detection and correction for structural breaks — abrupt regime shifts — in the data. By identifying break points and assigning observation-level weights that account for heteroscedasticity within and across regimes, the estimator delivers consistent, efficient coefficient estimates even when the error variance changes dramatically at a break.	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.