Сравнение методов

	Взвешенное МНК с коррекцией на структурные сдвиги (Structural Break WLS)	Тест Зивота-Эндрюса на структурный разрыв
Область	Эконометрика	Эконометрика
Семейство	Regression model	Regression model
Год появления	1998 (break framework); WLS long-established	1992
Автор метода	Bai & Perron (structural break framework); WLS classical	Eric Zivot and Donald W. K. Andrews
Тип	Weighted regression with regime shifts	Unit root test with endogenous structural break
Основополагающий источник	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Zivot, E., & Andrews, D. W. K. (1992). Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. Journal of Business & Economic Statistics, 10(3), 251–270.
Другие названия	WLS with structural change, break-corrected WLS, segmented WLS, structural break weighted regression	ZA test, Zivot-Andrews unit root test, endogenous structural break unit root test, ZA structural break test
Связанные	5	6
Сводка	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.	The Zivot-Andrews (ZA) test is a unit root test that endogenously identifies the most likely location of a single structural break in a time series. Unlike the standard ADF test, it does not require the researcher to pre-specify when the break occurred, making it robust to data-driven regime shifts such as policy changes, financial crises, or major economic events.