Sammenlign metoder

	Bai-Perron Multiple Strukturel Brud Test	Quandt-Andrews-testen for ukendte strukturelle brud
Fagområde	Økonometri	Økonometri
Familie	Hypothesis test	Hypothesis test
Oprindelsesår	1998	1993
Ophavsperson	Jushan Bai & Pierre Perron	Donald Andrews
Type	Sequential hypothesis test for multiple structural breaks	Supremum test for structural change
Oprindelig kilde	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Andrews, D. W. K. (1993). Tests for parameter instability and structural change with unknown change point. Econometrica, 61(4), 821–856.
Aliasser	Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma Testi	sup-Wald Test, Andrews Breakpoint Test, Unknown Structural Break Test, Quandt Likelihood Ratio Test
Relaterede	2	3
Resumé	The Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testing the number of structural breaks in a linear regression model estimated on time-series data. Unlike single-break tests, it simultaneously identifies multiple change-points in a sample, providing economists and empirical researchers with a rigorous, data-driven way to locate parameter instability across time.	The Quandt-Andrews test, formalized by Andrews (1993), detects structural breaks in regression parameters when the breakpoint date is unknown a priori. It sweeps all candidate break dates within a trimmed interior of the sample, computes a Wald (or LM/LR) statistic at each candidate, and reports the supremum of those statistics. Applied economists and time-series analysts use it to test whether coefficients remain stable across a full estimation window without needing to specify when the break occurred.