Comparar métodos

	Análise de Dados em Painel com Rupturas Estruturais	Testes de cointegração em painel (Pedroni, Kao, Westerlund)
Área	Econometria	Econometria
Família	Regression model	Regression model
Ano de origem	1998-2010	2004
Autor original	Bai & Perron (1998); extended to panels by Bai (2010) and Joseph et al.	Pedroni; Kao; Westerlund
Tipo	Panel time-series model with regime shifts	Panel cointegration test
Fonte seminal	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Pedroni, P. (2004). Panel Cointegration: Asymptotic and Finite Sample Properties of Pooled Time Series Tests with an Application to the PPP Hypothesis. Econometric Theory, 20(3), 597–625.
Outros nomes	panel structural break test, break-point panel model, panel change-point analysis, regime-shift panel analysis	Pedroni cointegration test, Kao cointegration test, Westerlund cointegration test, panel long-run equilibrium tests
Relacionados	4	3
Resumo	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.	Panel cointegration tests check whether a set of integrated variables share a stable long-run equilibrium relationship across a panel of cross-sectional units. Pedroni (1999, 2004) provides heterogeneous-panel tests with seven statistics, Kao (1999) gives an ADF-based homogeneous-panel test, and Westerlund (2007) adds error-correction-based tests robust to structural breaks and cross-sectional dependence.