Salīdzināt metodes

	OLS ar strukturālu pārtraukumu	Paplašinātais Dikija-Fullera (ADF) vienības saknes tests
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1960–1998	1979–1984
Autors	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation	Said & Dickey (1984); building on Dickey & Fuller (1979)
Tips	Segmented linear regression	Hypothesis test (unit root)
Pirmavots	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Said, S. E., & Dickey, D. A. (1984). Testing for unit roots in autoregressive-moving average models of unknown order. Biometrika, 71(3), 599–607.
Citi nosaukumi	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression	ADF test, ADF unit root test, Dickey-Fuller test (augmented), Said-Dickey test
Saistītās	6	5
Kopsavilkums	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.	The Augmented Dickey-Fuller test is the standard procedure for determining whether a univariate time series contains a unit root — that is, whether the series is non-stationary. It extends the original Dickey-Fuller test by including lagged difference terms that absorb serial correlation in the residuals, making the test valid for a wide range of time-series processes encountered in economics and finance.