방법 비교

	구조적 단절 OLS	Structural Break GLS
분야	계량경제학	계량경제학
계열	Regression model	Regression model
기원 연도	1960–1998	1998 (structural break GLS formalization)
창시자	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation	Bai & Perron (1998); GLS framework by Aitken (1936)
유형	Segmented linear regression	Regression estimator
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	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression	GLS with structural breaks, break-adjusted GLS, structural change GLS, regime-switching GLS
관련	6	6
요약	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.	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.