A Simple Test for Heteroscedasticity and Random Coefficient Variation
type: Item
instance of: scholarly article
DOI: 10.2307/1911963
published in: Econometrica
volume: 47
issue: 5
page(s): 1287
publication date: 1979-09-01T00:00:00Z
publication date: 1979-01-01T00:00:00Z
author: Trevor S. Breusch
author: Adrian R. Pagan
author: Adrian Pagan
title: A Simple Test for Heteroscedasticity and Random Coefficient Variation
zbMATH Open document ID: 0416.62021
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 3647937
zbMATH Keywords: heteroscedastic disturbances
zbMATH Keywords: linear regression model
zbMATH Keywords: Lagrangian multiplier test
zbMATH Keywords: random coefficient specifications
zbMATH Keywords: ordinary least squares
Wikidata QID: Q57568083
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/1911963
OpenAlex ID: W2060806362
description: scientific article