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

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Publication:3917404


DOI10.2307/2297111zbMath0465.62107MaRDI QIDQ3917404

Trevor S. Breusch, Adrian R. Pagan

Publication date: 1980

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2297111


62P20: Applications of statistics to economics

62J05: Linear regression; mixed models


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