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The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
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The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
TB
T. S. Breusch
T. S. Breusch
AP
A. R. Pagan
A. R. Pagan
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1 January 1980
journal article
Published by
Oxford University Press (OUP)
in
The Review of Economic Studies
Vol. 47
(1)
,
239-253
https://doi.org/10.2307/2297111
Abstract
T. S. Breusch, A. R. Pagan; The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics, The Review of Economic Studies, Volume 47
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