Definition of Breusch pagan. Meaning of Breusch pagan. Synonyms of Breusch pagan

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Definition of Breusch pagan

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Meaning of Breusch pagan from wikipedia

- In statistics, the BreuschPagan test, developed in 1979 by Trevor Breusch and Adrian Pagan, is used to test for heteroskedasticity in a linear regression...
- Since the BreuschPagan test is sensitive to departures from normality or small sample sizes, the Koenker–B****ett or 'generalized BreuschPagan' test is...
- Australian professor Breusch–Godfrey test, a statistics test BreuschPagan test, a statistics test This page lists people with the surname Breusch. If an internal...
- menu entry in the GUI client. BreuschPagan test Durbin–Watson test Ljung–Box test Autoregressive-moving-average model Breusch, T. S. (1978). "Testing for...
- Branching process Bregman divergence Breusch–Godfrey test BreuschPagan statistic – redirects to BreuschPagan test BreuschPagan test Brown–Forsythe test Brownian...
- 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...
- Australian National University. He is noted for the BreuschPagan test from the paper (with Adrian Pagan) "A simple test for heteroscedasticity and random...
- California at Los Angeles. Pagan is known for work in time-series econometrics and hypothesis testing, notably including the BreuschPagan test for heteroscedasticity...
- Homoscedasticity Goldfeld–Quandt test BreuschPagan test Park test White test Correlation of model errors Breusch–Godfrey test Adequacy of existing explanatory...
- certain specifications or in comparison to other diagnostics, namely the BreuschPagan test, as the Goldfeld–Quandt test is somewhat of an ad hoc test. Primarily...