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| Model z efektami stałymi uwzględniający przełomy strukturalne× | Panel Fixed Effects Model× | |
|---|---|---|
| Dziedzina | Ekonometria | Ekonometria |
| Rodzina | Regression model | Regression model |
| Rok powstania≠ | 1998 (Bai-Perron); FE estimator classical | 1978 |
| Twórca≠ | Bai & Perron (structural break testing); Mundlak / within-group estimator tradition | Mundlak (1978); classical treatment in Wooldridge (2010) and Baltagi (2021) |
| Typ≠ | Panel regression with regime change | Panel regression estimator |
| Źródło pierwotne≠ | Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI ↗ | Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586 |
| Inne nazwy | FE model with structural breaks, break-adjusted fixed effects, panel fixed effects with regime shifts, structural change fixed effects estimator | within estimator, FE model, within-group estimator, LSDV model |
| Pokrewne≠ | 6 | 5 |
| Podsumowanie≠ | The structural break fixed effects model extends the standard within-group (FE) panel estimator by allowing the slope coefficients to shift at one or more detected break dates. Each unit's unobserved time-invariant heterogeneity is still removed by demeaning, but separate coefficient regimes are estimated for each sub-period, capturing policy shifts, crises, or technological transitions that would otherwise bias a single-regime FE estimate. | The panel fixed effects (FE) model controls for all time-invariant, unit-specific unobserved heterogeneity by absorbing it into individual intercepts. By sweeping out unit means through the within transformation, FE yields unbiased estimates of the effect of time-varying regressors even when omitted unit-level confounders are correlated with those regressors. |
| ScholarGateZbiór danych ↗ |
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