Võrdle meetodeid

	Mudel "Structural Break Fixed Effects Model"	Zivot-Andrewsi struktuurimurde test
Valdkond	Ökonomeetria	Ökonomeetria
Perekond	Regression model	Regression model
Tekkeaasta	1998 (Bai-Perron); FE estimator classical	1992
Looja	Bai & Perron (structural break testing); Mundlak / within-group estimator tradition	Eric Zivot and Donald W. K. Andrews
Tüüp	Panel regression with regime change	Unit root test with endogenous structural break
Algallikas	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
Rööpnimetused	FE model with structural breaks, break-adjusted fixed effects, panel fixed effects with regime shifts, structural change fixed effects estimator	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Seotud	6	6
Kokkuvõte	The 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 Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events.