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	Model z efektami stałymi uwzględniający przełomy strukturalne	Analiza danych panelowych ze strukturalnymi punktami zwrotnymi
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	1998 (Bai-Perron); FE estimator classical	1998-2010
Twórca	Bai & Perron (structural break testing); Mundlak / within-group estimator tradition	Bai & Perron (1998); extended to panels by Bai (2010) and Joseph et al.
Typ	Panel regression with regime change	Panel time-series model with regime shifts
Źródło pierwotne	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.
Inne nazwy	FE model with structural breaks, break-adjusted fixed effects, panel fixed effects with regime shifts, structural change fixed effects estimator	panel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysis
Pokrewne	6	4
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.	Structural break panel data analysis detects and estimates points in time — break dates — where the underlying regression coefficients shift permanently across a panel of cross-sectional units observed over multiple periods. By jointly exploiting cross-sectional and time-series variation, it offers sharper identification of regime shifts than single-series break tests, and it delivers separate coefficient estimates for each regime before and after each break.