So sánh phương pháp

	Ước lượng GMM Sai phân có Đứt gãy Cấu trúc	Mô hình dữ liệu bảng động
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1991 / 1998	1988–1991
Người khởi xướng	Arellano & Bond (Difference GMM); Bai & Perron (structural break testing)	Arellano & Bond (1991); Holtz-Eakin, Newey & Rosen (1988)
Loại	Dynamic panel estimator with structural breaks	Dynamic regression / GMM estimation
Công trình gốc	Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The Review of Economic Studies, 58(2), 277–297.	Arellano, M., & Bond, S. (1991). Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. Review of Economic Studies, 58(2), 277–297.
Tên gọi khác	Difference GMM with structural breaks, break-augmented Arellano-Bond GMM, dynamic panel GMM with regime shifts, structural change Difference GMM	dynamic panel model, panel data model with lagged dependent variable, DPD model, Arellano-Bond model
Liên quan	6	5
Tóm tắt	Structural Break Difference GMM extends the Arellano-Bond first-difference GMM estimator to dynamic panel settings where the data-generating process shifts at one or more unknown breakpoints. By explicitly incorporating break indicators or allowing regime-specific parameters, the estimator avoids the biased coefficient and invalid moment conditions that arise when a structural change is ignored in a standard Difference GMM fit.	The dynamic panel data model extends standard panel regression by including a lagged value of the outcome variable as a regressor, capturing persistence and adjustment dynamics. Because the lagged dependent variable is correlated with the unit-specific fixed effect, ordinary OLS or within estimators are biased; GMM-based methods using internal instruments are the standard remedy.