Comparer des méthodes

	Modèle à effets fixes avec rupture structurelle	Modèle à effets fixes sur données de panel
Domaine	Économétrie	Économétrie
Famille	Regression model	Regression model
Année d'origine	1998 (Bai-Perron); FE estimator classical	1978
Auteur d'origine	Bai & Perron (structural break testing); Mundlak / within-group estimator tradition	Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021)
Type	Panel regression with regime change	Panel regression estimator
Source fondatrice	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
Alias	FE model with structural breaks, break-adjusted fixed effects, panel fixed effects with regime shifts, structural change fixed effects estimator	within estimator, FE model, within-group estimator, LSDV model
Apparentées	6	5
Résumé	The structural break fixed effects model extends the standard within-group (FE) panel estimator by allowing the slope coefficients to shift at one or more detected break dates. Each unit's unobserved time-invariant heterogeneity is still removed by demeaning, but separate coefficient regimes are estimated for each sub-period, capturing policy shifts, crises, or technological transitions that would otherwise bias a single-regime FE estimate.	The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors.