방법 비교

	Structural Break GLS	구조적 단절 OLS
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1998 (structural break GLS formalization)	1960–1998
창시자	Bai & Perron (1998); GLS framework by Aitken (1936)	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation
유형	Regression estimator	Segmented linear regression
원전	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.
별칭	GLS with structural breaks, break-adjusted GLS, structural change GLS, regime-switching GLS	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression
관련	6	6
요약	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 OLS extends ordinary least squares to allow regression coefficients to shift at one or more breakpoints in time or across regimes. Rather than forcing a single coefficient vector across the entire sample, the model partitions the data and estimates a separate OLS regression within each segment, making it appropriate when economic relationships are suspected to change due to policy shifts, crises, or other structural events.