• In statistics, the BreuschPagan test, developed in 1979 by Trevor Breusch and Adrian Pagan, is used to test for heteroskedasticity in a linear regression...
    10 KB (1,236 words) - 04:04, 2 July 2024
  • In statistics, the Breusch–Godfrey test is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models...
    8 KB (1,089 words) - 07:42, 24 May 2024
  • Thumbnail for Homoscedasticity and heteroscedasticity
    case. Tests in regression Goldfeld–Quandt test Park test Glejser test Harrison–McCabe test BreuschPagan test White test Cook–Weisberg test Tests for grouped...
    27 KB (3,191 words) - 23:32, 30 August 2024
  • homoskedasticity. An alternative to the White test is the BreuschPagan test, where the Breusch-Pagan test is designed to detect only linear forms of heteroskedasticity...
    6 KB (703 words) - 17:09, 10 February 2024
  • Australian professor Breusch–Godfrey test, a statistics test BreuschPagan test, a statistics test This page lists people with the surname Breusch. If an internal...
    325 bytes (79 words) - 19:58, 12 April 2021
  • Thumbnail for Goldfeld–Quandt test
    test and nonparametric peaks test). BreuschPagan test Glejser test Park test White test Goldfeld, Stephen M.; Quandt, R. E. (June 1965). "Some Tests...
    9 KB (1,012 words) - 16:33, 9 February 2024
  • conclude that heteroscedasticity is present. BreuschPagan test Glejser test Goldfeld–Quandt test White test The test has been discussed in econometrics textbooks...
    4 KB (661 words) - 14:29, 19 December 2023
  • National University. He is noted for the BreuschPagan test from the paper (with Adrian Pagan) "A simple test for heteroscedasticity and random coefficient...
    2 KB (172 words) - 18:59, 25 September 2023
  • x 2 | z 1 + z 2 {\displaystyle y\sim x_{1}+x_{2}|z_{1}+z_{2}} The Breusch-Pagan test can be used to identify z {\displaystyle z} variables. The choice...
    6 KB (876 words) - 18:31, 13 March 2024
  • SHAZAM econometrics software. BreuschPagan test Goldfeld–Quandt test Park test White test Glejser, H. (1969). "A New Test for Heteroskedasticity". Journal...
    3 KB (352 words) - 08:01, 25 July 2024
  • the name Lagrange multiplier test that has become more commonly used, particularly in econometrics, since Breusch and Pagan's much-cited 1980 paper. The...
    11 KB (1,599 words) - 01:49, 12 April 2024
  • test Box plot Branching process Bregman divergence Breusch–Godfrey test BreuschPagan statistic – redirects to BreuschPagan test BreuschPagan test Brown–Forsythe...
    87 KB (8,280 words) - 13:54, 14 September 2024
  • at Los Angeles. Pagan is known for work in time-series econometrics and hypothesis testing, notably including the BreuschPagan test for heteroscedasticity...
    5 KB (347 words) - 06:33, 27 August 2023
  • Homoscedasticity Goldfeld–Quandt test BreuschPagan test Park test White test Correlation of model errors Breusch–Godfrey test Adequacy of existing explanatory...
    3 KB (352 words) - 18:51, 29 November 2017
  • 219–255. doi:10.2307/2296714. JSTOR 2296714. Breusch, T. S.; Pagan, A. R. (1980). "The Lagrange Multiplier Test and its Applications to Model Specification...
    8 KB (726 words) - 03:35, 29 April 2024
  • Practice. Princeton: Princeton University Press. ISBN 978-0-691-12161-1. Pagan, A.; Ullah, A. (1999). Nonparametric Econometrics. New York: Cambridge University...
    7 KB (670 words) - 14:52, 4 February 2024