Comparer des méthodes

	Modèle de données de panel dynamique à rupture structurelle	Modèle dynamique de données de panel
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1991–1998	1988–1991
Auteur d'origine	Bai & Perron (break detection); Arellano & Bond (dynamic panel GMM)	Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988)
Type	Dynamic panel model with regime change	Dynamic regression / GMM estimation
Source fondatrice	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297.
Alias	dynamic panel with breaks, panel dynamic model structural change, DPDSB, panel dynamic structural break estimator	dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model
Apparentées	6	5
Résumé	The structural break dynamic panel data model extends the standard dynamic panel framework by allowing regression coefficients or the autoregressive parameter to shift at one or more unknown break dates. It combines GMM-based dynamic panel estimation with formal structural change tests, enabling researchers to study how economic relationships evolve across distinct regimes while controlling for unobserved individual heterogeneity and endogeneity of the lagged dependent variable.	The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy.