Comparer des méthodes

	Modèle de données de panel dynamique à rupture structurelle	Analyse des données de panel avec ruptures structurelles
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1991–1998	1998-2010
Auteur d'origine	Bai & Perron (break detection); Arellano & Bond (dynamic panel GMM)	Bai & Perron (1998); extended to panels by Bai (2010) and Joseph et al.
Type	Dynamic panel model with regime change	Panel time-series model with regime shifts
Source fondatrice	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.
Alias	dynamic panel with breaks, panel dynamic model structural change, DPDSB, panel dynamic structural break estimator	panel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysis
Apparentées	6	4
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.	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.