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Analisis Data Panel Lintas Struktural×Model Efek Tetap Data Panel×
BidangEkonometrikaEkonometrika
KeluargaRegression modelRegression model
Tahun asal1998-20102014
PencetusBai & Perron (1998); extended to panels by Bai (2010) and Joseph et al.Hsiao (textbook treatment); within transformation of panel data
TipePanel time-series model with regime shiftsPanel data regression
Sumber perintisBai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI ↗Hsiao, C. (2014). Analysis of Panel Data (3rd ed.). Cambridge University Press. DOI ↗
Aliaspanel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysisfixed effects model, within estimator, panel fixed-effects regression, Panel Veri — Sabit Etkiler Modeli
Terkait45
RingkasanStructural 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.The Panel Data Fixed Effects model estimates relationships from panel data (the same units observed over several time periods) while controlling for unit- and/or time-specific effects, supporting causal inference. It is developed as the within estimator in standard treatments such as Hsiao's Analysis of Panel Data (2014).
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ScholarGateBandingkan metode: Structural Break Panel Data Analysis · Panel Fixed Effects. Diakses 2026-06-15 dari https://scholargate.app/id/compare