A Simple Test for Heteroscedasticity and Random Coefficient Variation (Q90685)
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scientific article; zbMATH DE number 3647937
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A Simple Test for Heteroscedasticity and Random Coefficient Variation |
scientific article; zbMATH DE number 3647937 |
Statements
47
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5
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1287
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September 1979
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1979
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A Simple Test for Heteroscedasticity and Random Coefficient Variation (English)
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heteroscedastic disturbances
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linear regression model
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Lagrangian multiplier test
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random coefficient specifications
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ordinary least squares
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Trevor S. Breusch
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Adrian R. Pagan
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