In statistics, the Breusch–Godfrey test is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models...

similar assessment can be also carried out with the Breusch–Godfrey test and the Ljung–Box test. If e t {\textstyle e_{t}} is the residual given by e...

Forecasting module. Q-statistic Wald–Wolfowitz runs test Breusch–Godfrey test Durbin–Watson test Box, G. E. P.; Pierce, D. A. (1970). "Distribution of...

Leslie George Godfrey (born 1946) is a British econometrician. The Breusch–Godfrey test is named after him and Trevor S. Breusch. He is an emeritus professor...

serial correlation Lagrange multiplier test, often called Breusch–Godfrey test after Breusch and Leslie G. Godfrey, which can be used to identify autocorrelation...

a unit root. Popular serial correlation tests include: Breusch–Godfrey test Ljung–Box test Durbin–Watson test Kočenda, Evžen; Alexandr, Černý (2014),...

(1983). "A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity". Economics Letters. 13 (2–3):...

Australian professor Breusch–Godfrey test, a statistics test Breusch–Pagan test, a statistics test This page lists people with the surname Breusch. If an internal...

test, covering autocorrelation of higher orders and applicable whether or not the regressors include lags of the dependent variable, is the Breusch–Godfrey...

the name Lagrange Multiplier (LM) test that has become more commonly used, particularly in econometrics, since Breusch and Pagan's much-cited 1980 paper...

Homoscedasticity Goldfeld–Quandt test Breusch–Pagan test Park test White test Correlation of model errors Breusch–Godfrey test Adequacy of existing explanatory...

A/B testing (also known as bucket testing, split-run testing or split testing) is a user-experience research method. A/B tests consist of a randomized...

The Wilcoxon signed-rank test is a non-parametric rank test for statistical hypothesis testing used either to test the location of a population based...

SHAZAM econometrics software. Breusch–Pagan test Goldfeld–Quandt test Park test White test Glejser, H. (1969). "A New Test for Heteroskedasticity". Journal...

case. Tests in regression Goldfeld–Quandt test Park test Glejser test Harrison–McCabe test Breusch–Pagan test White test Cook–Weisberg test Tests for grouped...

In statistics, the Kolmogorov–Smirnov test (also K–S test or KS test) is a nonparametric test of the equality of continuous (or discontinuous, see Section...

A chi-squared test (also chi-square or χ2 test) is a statistical hypothesis test used in the analysis of contingency tables when the sample sizes are large...

Student's t-test is a statistical test used to test whether the difference between the response of two groups is statistically significant or not. It...

Shapiro–Wilk test is a test of normality. It was published in 1965 by Samuel Sanford Shapiro and Martin Wilk. The Shapiro–Wilk test tests the null hypothesis...

test Box plot Branching process Bregman divergence Breusch–Godfrey test Breusch–Pagan statistic – redirects to Breusch–Pagan test Breusch–Pagan test Brown–Forsythe...

An F-test is a statistical test that compares variances. It is used to determine if the variances of two samples, or if the ratios of variances among multiple...

The logrank test, or log-rank test, is a hypothesis test to compare the survival distributions of two samples. It is a nonparametric test and appropriate...

A Z-test is any statistical test for which the distribution of the test statistic under the null hypothesis can be approximated by a normal distribution...

multiplier test and the likelihood-ratio test, the Wald test is one of three classical approaches to hypothesis testing. An advantage of the Wald test over...

The Two-proportion Z-test (or, Two-sample proportion Z-test) is a statistical method used to determine whether the difference between the proportions of...

statistical hypothesis test typically involves a calculation of a test statistic. Then a decision is made, either by comparing the test statistic to a critical...

In statistics, the likelihood-ratio test is a hypothesis test that involves comparing the goodness of fit of two competing statistical models, typically...

U} test (also called the Mann–Whitney–Wilcoxon (MWW/MWU), Wilcoxon rank-sum test, or Wilcoxon–Mann–Whitney test) is a nonparametric statistical test of...

In statistics, normality tests are used to determine if a data set is well-modeled by a normal distribution and to compute how likely it is for a random...

The Kruskal–Wallis test by ranks, Kruskal–Wallis H {\displaystyle H} test (named after William Kruskal and W. Allen Wallis), or one-way ANOVA on ranks...