Trevor Breusch - Researcher Profile | RDL Research Database

Publications

3 shown

A Simple Test for Heteroscedasticity and Random Coefficient Variation

Trevor Breusch , A. R. Pagan

A simple test for heteroscedastic disturbances in a linear regression model is developed using the framework of the Lagrangian multiplier test. For a wide range of heteroscedast...

1979 Econometrica 5080 citations

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

Trevor Breusch , A. R. Pagan

Journal Article The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics Get access T. S. Breusch, T. S. Breusch University of Southampton Search...

1980 The Review of Economic Studies 8246 citations

TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

Trevor Breusch

1978 Australian Economic Papers 1405 citations

Frequent Co-Authors

A. R. Pagan

Australian National University

Researcher Info

h-index: 3
Publications: 3
Citations: 14,731
Institution: University of Southampton

External Links

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Impact Metrics

h-index 3

h-index: Number of publications with at least h citations each.