So sánh phương pháp

	Structural Break WLS	GLS với Đứt gãy Cấu trúc
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	1998 (break framework); WLS long-established	1998 (structural break GLS formalization)
Người khởi xướng	Bai & Perron (structural break framework); WLS classical	Bai & Perron (1998); GLS framework by Aitken (1936)
Loại	Weighted regression with regime shifts	Regression estimator
Công trình gốc	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78.	Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47–78.
Tên gọi khác	WLS with structural change, break-corrected WLS, segmented WLS, structural break weighted regression	GLS with structural breaks, break-adjusted GLS, structural change GLS, regime-switching GLS
Liên quan	5	6
Tóm tắt	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.	Structural Break GLS combines Generalized Least Squares estimation with explicit allowance for regime shifts in the data-generating process. The method estimates separate coefficient vectors for each segment defined by detected break dates while correcting for non-spherical errors — heteroscedasticity or autocorrelation — that frequently accompany structural change, yielding consistent and efficient estimates across all regimes.