Usporedite metode

	GLS sa strukturnim lomovima	WLS (Weighted Least Squares) sa strukturnim lomom (Structural Break WLS)
Područje	Ekonometrija	Ekonometrija
Obitelj	Regression model	Regression model
Godina nastanka	1998 (structural break GLS formalization)	1998 (break framework); WLS long-established
Tvorac	Bai & Perron (1998); GLS framework by Aitken (1936)	Bai & Perron (structural break framework); WLS classical
Vrsta	Regression estimator	Weighted regression with regime shifts
Temeljni izvor	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.
Drugi nazivi	GLS with structural breaks, break-adjusted GLS, structural change GLS, regime-switching GLS	WLS with structural change, break-corrected WLS, segmented WLS, structural break weighted regression
Srodne	6	5
Sažetak	Structural Break GLS combines Generalized Least Squares estimation with explicit allowance for regime shifts in the data-generating process. The method estimates separate coefficient vectors for each segment defined by detected break dates while correcting for non-spherical errors — heteroscedasticity or autocorrelation — that frequently accompany structural change, yielding consistent and efficient estimates across all regimes.	Structural Break WLS combines Weighted Least Squares estimation with explicit detection and correction for structural breaks — abrupt regime shifts — in the data. By identifying break points and assigning observation-level weights that account for heteroscedasticity within and across regimes, the estimator delivers consistent, efficient coefficient estimates even when the error variance changes dramatically at a break.