Regression modelEconometrics / time series
面板数据结构性断点分析
面板数据结构性断点分析旨在检测和估计时间点（断点日期），在这些时间点，回归系数在被观察多个时期的截面单位面板中发生永久性变化。通过联合利用截面和时间序列变异性，它比单序列断点检验能更清晰地识别制度转变，并能为每个断点前后的制度分别提供独立的系数估计。
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来源
- Bai, J., & Perron, P. (1998). Estimating and testing linear models with multiple structural changes. Econometrica, 66(1), 47-78. DOI: 10.2307/2998540 ↗
- Pesaran, M. H., & Smith, R. (1995). Estimating long-run relationships from dynamic heterogeneous panels. Journal of Econometrics, 68(1), 79-113. DOI: 10.1016/0304-4076(94)01644-F ↗
如何引用本页
ScholarGate. (2026, June 3). Structural Break Analysis in Panel Data Models. ScholarGate. https://scholargate.app/zh/econometrics/structural-break-panel-data-analysis
Which method?
Set this method beside its closest kin and read them side by side — the library lays the books on the table; the choice is yours.
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- 阈值回归计量经济学↔ compare