Comparer des méthodes

	Modèle de données de panel dynamique à rupture structurelle	Estimateur GMM systémique (Estimateur de Blundell-Bond)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1991–1998	1998
Auteur d'origine	Bai & Perron (break detection); Arellano & Bond (dynamic panel GMM)	Blundell & Bond (1998); Arellano & Bover (1995)
Type	Dynamic panel model with regime change	GMM estimator for dynamic panel data
Source fondatrice	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87(1), 115–143.
Alias	dynamic panel with breaks, panel dynamic model structural change, DPDSB, panel dynamic structural break estimator	System GMM, Blundell-Bond estimator, SYS-GMM, two-step System GMM
Apparentées	6	6
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.	Panel System GMM is a two-equation GMM estimator for dynamic panel data that stacks the differenced equation (using lagged levels as instruments) with the levels equation (using lagged differences as instruments). Developed by Blundell and Bond (1998) on the foundation of Arellano and Bover (1995), it is the preferred tool when the lagged dependent variable is highly persistent or individual effects are large.