Regression modelEconometrics / time series
结构断裂随机效应模型
结构断裂随机效应模型通过允许一个或多个断裂点（斜率系数或误差方差在此发生时间上的变化）来扩展标准的面板随机效应估计。它结合了结构变化检测（例如，Bai-Perron）和基于GLS的随机效应估计量，在保留将个体层面变异视为来自共同分布的随机抽样的效率增益的同时，产生特定于制度的参数估计。
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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 ↗
- Baltagi, B. H. (2008). Econometric Analysis of Panel Data (4th ed.). Wiley. ISBN: 978-0470518861
如何引用本页
ScholarGate. (2026, June 3). Random Effects Panel Model with Structural Breaks. ScholarGate. https://scholargate.app/zh/econometrics/structural-break-random-effects-model
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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