A Simple Test for Heteroscedasticity and Random Coefficient Variation

DOI10.2307/1911963zbMath0416.62021OpenAlexW2060806362WikidataQ57568083 ScholiaQ57568083MaRDI QIDQ90685

Trevor S. Breusch, Adrian R. Pagan, Trevor S. Breusch, Adrian R. Pagan

Publication date: September 1979

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911963

zbMATH Keywords

ordinary least squareslinear regression modelLagrangian multiplier testheteroscedastic disturbancesrandom coefficient specifications

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

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