Salīdzināt metodes

	WLS (Weighted Least Squares) ar strukturālo pārtraukumu labojumu	OLS ar strukturālu pārtraukumu
Nozare	Ekonometrija	Ekonometrija
Saime	Regression model	Regression model
Izcelsmes gads	1998 (break framework); WLS long-established	1960–1998
Autors	Bai & Perron (structural break framework); WLS classical	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation
Tips	Weighted regression with regime shifts	Segmented linear regression
Pirmavots	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.
Citi nosaukumi	WLS with structural change, break-corrected WLS, segmented WLS, structural break weighted regression	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression
Saistītās	5	6
Kopsavilkums	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.	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.