Σύγκριση μεθόδων

	Δοκιμή Quandt-Andrews για Άγνωστα Δομικά Σπασίματα	Δοκιμή Bai-Perron Πολλαπλών Δομικών Ρηγμάτων
Πεδίο	Οικονομετρία	Οικονομετρία
Οικογένεια	Hypothesis test	Hypothesis test
Έτος προέλευσης	1993	1998
Δημιουργός	Donald Andrews	Jushan Bai & Pierre Perron
Τύπος	Supremum test for structural change	Sequential hypothesis test for multiple structural breaks
Θεμελιώδης πηγή	Andrews, D. W. K. (1993). Tests for parameter instability and structural change with unknown change point. Econometrica, 61(4), 821–856.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Εναλλακτικές ονομασίες	sup-Wald Test, Andrews Breakpoint Test, Unknown Structural Break Test, Quandt Likelihood Ratio Test	Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma Testi
Συναφείς	3	2
Σύνοψη	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.	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.