مقایسهٔ روشها
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| تحلیل دادههای پانل گسست ساختاری× | آزمونهای همانباشتگی پانل (پدرونی، کائو، وسترلوند)× | |
|---|---|---|
| حوزه | اقتصادسنجی | اقتصادسنجی |
| خانواده | Regression model | Regression model |
| سال پیدایش≠ | 1998-2010 | 2004 |
| پدیدآور≠ | Bai & Perron (1998); extended to panels by Bai (2010) and Joseph et al. | Pedroni; Kao; Westerlund |
| نوع≠ | Panel time-series model with regime shifts | Panel cointegration test |
| منبع بنیادین≠ | Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI ↗ | Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625. DOI ↗ |
| نامهای دیگر≠ | panel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysis | Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests |
| مرتبط≠ | 4 | 3 |
| خلاصه≠ | Structural break panel data analysis detects and estimates points in time — break dates — where the underlying regression coefficients shift permanently across a panel of cross-sectional units observed over multiple periods. By jointly exploiting cross-sectional and time-series variation, it offers sharper identification of regime shifts than single-series break tests, and it delivers separate coefficient estimates for each regime before and after each break. | Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence. |
| ScholarGateمجموعهداده ↗ |
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