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 assess the validity of some of the modelling assumptions inherent in applying regression-like models...

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...

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...

National University. He is noted for the Breusch–Pagan test from the paper (with Adrian Pagan) "A simple test for heteroscedasticity and random coefficient...

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 and nonparametric peaks test). Breusch–Pagan test Glejser test Park test White test Goldfeld, Stephen M.; Quandt, R. E. (June 1965). "Some Tests...

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

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

at Los Angeles. Pagan is known for work in time-series econometrics and hypothesis testing, notably including the Breusch–Pagan test for heteroscedasticity...

conclude that heteroscedasticity is present. Breusch–Pagan test Glejser test Goldfeld–Quandt test White test The test has been discussed in econometrics textbooks...

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

heteroscedastic, which has further implications. Statistical tests such as the Breusch–Pagan test or the White test can provide statistical indicators of heteroscedasticity...

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

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...

Practice. Princeton: Princeton University Press. ISBN 978-0-691-12161-1. Pagan, A.; Ullah, A. (1999). Nonparametric Econometrics. New York: Cambridge University...