So sánh phương pháp

	Kiểm định Bai-Perron về nhiều điểm phá vỡ cấu trúc	Kiểm định Chow về điểm gãy cấu trúc
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Hypothesis test	Regression model
Năm ra đời	1998	1960
Người khởi xướng	Jushan Bai & Pierre Perron	Gregory C. Chow
Loại	Sequential hypothesis test for multiple structural breaks	Test for structural break in regression coefficients
Công trình gốc	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.	Chow, G. C. (1960). Tests of equality between sets of coefficients in two linear regressions. Econometrica, 28(3), 591–605.
Tên gọi khác	Bai-Perron Multiple Break Test, Multiple Structural Change Test, Sequential Structural Break Test, Çoklu Yapısal Kırılma Testi	Chow breakpoint test, structural break test, Chow yapısal kırılma testi
Liên quan	2	2
Tóm tắt	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.	The Chow test, introduced by Gregory Chow in 1960, checks whether the coefficients of a linear regression are the same across two subsamples — that is, whether a structural break occurs at a known point such as a policy change, crisis, or regime shift. It compares the fit of a single pooled regression with the combined fit of two separate regressions; a large improvement from splitting indicates the relationship differs between the two periods or groups.