Comparer des méthodes

	Modèle de données de panel dynamique à rupture structurelle	Modèle à Correction d'Erreur Vectoriel sur Données de Panel (Panel VECM)
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1991–1998	1987–1995
Auteur d'origine	Bai & Perron (break detection); Arellano & Bond (dynamic panel GMM)	Engle & Granger (1987) for VECM; Holtz-Eakin, Newey & Rosen (1988) for panel VAR extension
Type	Dynamic panel model with regime change	Multivariate dynamic panel model
Source fondatrice	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Engle, R. F., & Granger, C. W. J. (1987). Co-integration and error correction: Representation, estimation, and testing. Econometrica, 55(2), 251–276.
Alias	dynamic panel with breaks, panel dynamic model structural change, DPDSB, panel dynamic structural break estimator	Panel VECM, panel vector error correction model, PVECM, panel cointegrating VAR
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.	Panel VECM combines vector error correction modelling with panel data, simultaneously capturing the long-run cointegrating equilibrium among multiple I(1) variables and their short-run adjustment dynamics across multiple cross-sectional units. It is the standard framework when panel variables share at least one common stochastic trend.