- 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...
- menu
entry in the GUI client.
Breusch–
Pagan test Durbin–Watson test Ljung–Box test Autoregressive-moving-average
model Breusch, T. S. (1978). "Testing for...
-
Since the
Breusch–
Pagan test is
sensitive to
departures from
normality or
small sample sizes, the Koenker–B****ett or 'generalized
Breusch–
Pagan' test is...
-
Australian National University. He is
noted for the
Breusch–
Pagan test from the
paper (with
Adrian Pagan) "A
simple test for
heteroscedasticity and random...
- 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...
-
California at Los Angeles.
Pagan is
known for work in time-series
econometrics and
hypothesis testing,
notably including the
Breusch–
Pagan test for heteroscedasticity...
-
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...
-
Homoscedasticity Goldfeld–Quandt test
Breusch–
Pagan 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
Breusch–
Pagan test, as the Goldfeld–Quandt test is
somewhat of an ad hoc test. Primarily...
-
Branching process Bregman divergence Breusch–Godfrey test
Breusch–
Pagan statistic –
redirects to
Breusch–
Pagan test
Breusch–
Pagan test Brown–Forsythe test Brownian...
