- In statistics, the
Breusch–Pagan test,
developed in 1979 by
Trevor Breusch and
Adrian Pagan, is used to test for
heteroskedasticity in a
linear regression...
- In statistics, the
Breusch–Godfrey test is used to ****ess the
validity of some of the
modelling ****umptions
inherent in
applying regression-like models...
-
Breusch is a surname.
Notable people with the
surname include:
Robert Breusch (1907–1995), German-American
number theorist Trevor S.
Breusch (born c. 1953)...
-
Since the
Breusch–Pagan test is
sensitive to
departures from
normality or
small sample sizes, the Koenker–B****ett or 'generalized
Breusch–Pagan' test...
-
Trevor Stanley Breusch (born c. 1953) is an
Australian econometrician and was
until his
retirement Professor of
Econometrics and
Deputy Director of Crawford...
- homoskedasticity. An
alternative to the
White test is the
Breusch–Pagan test,
where the
Breusch-Pagan test is
designed to
detect only
linear forms of heteroskedasticity...
-
variance of the errors. A
similar ****essment can be also
carried out with the
Breusch–Godfrey test and the Ljung–Box test. If e t {\textstyle e_{t}} is the residual...
-
Robert Hermann Breusch (April 2, 1907 –
March 29, 1995) was a German-American
number theorist, the
William J.
Walker Professor of
Mathematics at Amherst...
-
series analysis. A
similar ****essment can be also
carried out with the
Breusch–Godfrey test and the Durbin–Watson test. The Ljung–Box test may be defined...
- that has
become more
commonly used,
particularly in econometrics,
since Breusch and Pagan's much-cited 1980 paper. The main
advantage of the
score test...
