So sánh phương pháp

	Phân tích Dữ liệu Bảng với Đứt gãy Cấu trúc	Các kiểm định đồng tích hợp bảng (Pedroni, Kao, Westerlund)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1998-2010	2004
Người khởi xướng	Bai & Perron (1998); extended to panels by Bai (2010) and Joseph et al.	Pedroni; Kao; Westerlund
Loại	Panel time-series model with regime shifts	Panel cointegration test
Công trình gốc	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.
Tên gọi khác	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
Liên quan	4	3
Tóm tắt	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.