Comparer des méthodes
Examinez les méthodes sélectionnées côte à côte ; les lignes qui diffèrent sont mises en évidence.
| Analyse des données de panel avec ruptures structurelles× | Régression à seuil× | |
|---|---|---|
| Domaine | Économétrie | Économétrie |
| Famille | Regression model | Regression model |
| Année d'origine≠ | 1998-2010 | 2000 |
| Auteur d'origine≠ | Bai & Perron (1998); extended to panels by Bai (2010) and Joseph et al. | Bruce E. Hansen |
| Type≠ | Panel time-series model with regime shifts | Nonlinear regime-switching regression |
| Source fondatrice≠ | Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI ↗ | Hansen, B. E. (2000). Sample Splitting and Threshold Estimation. Econometrica, 68(3), 575-603. DOI ↗ |
| Alias | panel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysis | threshold model, regime-switching regression, sample splitting model, Eşik Değer Regresyonu (Threshold Regression) |
| Apparentées≠ | 4 | 5 |
| Résumé≠ | 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. | Threshold regression is a nonlinear, regime-switching model in which the regression parameters take different values above and below an estimated threshold value of a threshold variable. The sample-splitting and threshold-estimation framework was developed by Bruce E. Hansen (2000) and is widely used for time-series and panel data with structural breaks and regime-dependent relationships. |
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