Порівняння методів

	Тест CUSUM: Виявлення нестабільності параметрів у регресійних моделях	Тест Бая-Перрона на множинні структурні злами
Галузь	Економетрика	Економетрика
Родина	Hypothesis test	Hypothesis test
Рік появи	1975	1998
Автор методу	Brown, Durbin & Evans	Jushan Bai & Pierre Perron
Тип	Recursive residual test	Sequential hypothesis test for multiple structural breaks
Основоположне джерело	Brown, R. L., Durbin, J., & Evans, J. M. (1975). Techniques for testing the constancy of regression relationships over time. Journal of the Royal Statistical Society: Series B, 37(2), 149–192.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Інші назви	Cumulative Sum Test, CUSUMSQ Test, Brown-Durbin-Evans Test, Kümülatif Toplam Testi	Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma Testi
Пов'язані	3	2
Підсумок	The CUSUM (Cumulative Sum) and CUSUMSQ (Cumulative Sum of Squares) tests, introduced by Brown, Durbin, and Evans (1975), assess whether the coefficients of a linear regression model remain constant over time. They are standard tools in econometrics for detecting structural breaks, policy shifts, or regime changes in time-series data without requiring prior knowledge of when a break occurs.	The Bai-Perron test, introduced by Jushan Bai and Pierre Perron in their landmark 1998 Econometrica paper, is a least-squares-based procedure for detecting, estimating, and testing the number of structural breaks in a linear regression model estimated on time-series data. Unlike single-break tests, it simultaneously identifies multiple change-points in a sample, providing economists and empirical researchers with a rigorous, data-driven way to locate parameter instability across time.