So sánh phương pháp

	Structural Break WLS	OLS với điểm 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	1960–1998
Người khởi xướng	Bai & Perron (structural break framework); WLS classical	Chow (1960) for the breakpoint test; Bai & Perron (1998) for multiple break estimation
Loại	Weighted regression with regime shifts	Segmented linear regression
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	OLS with structural breaks, piecewise OLS, regime-switching OLS, breakpoint regression
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 OLS extends ordinary least squares to allow regression coefficients to shift at one or more breakpoints in time or across regimes. Rather than forcing a single coefficient vector across the entire sample, the model partitions the data and estimates a separate OLS regression within each segment, making it appropriate when economic relationships are suspected to change due to policy shifts, crises, or other structural events.