A simple test for heteroscedasticity and random coefficient variation

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dc.contributor.author Breusch, T. S. en_US
dc.contributor.author Pagan, Adrian en_US
dc.contributor.editor en_US
dc.date.accessioned 2011-02-07T06:25:51Z
dc.date.available 2011-02-07T06:25:51Z
dc.date.issued 1979 en_US
dc.identifier 2009004414 en_US
dc.identifier.citation Breusch T. S. and Pagan Adrian 1979, 'A simple test for heteroscedasticity and random coefficient variation', Wiley-Blackwell, vol. 47, no. 5, pp. 1287-1294. en_US
dc.identifier.issn 0012-9682 en_US
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/13901
dc.description.abstract A simple test for heteroscedastic disturbances in a linear regression model is developed using the framework of the Lagrangian multiplier test. For a wide range of heteroscedastic and random coefficient specifications, the criterion is given as a readily computed function of the OLS residuals. Some finite sample evidence is presented to supplement the general asymptotic properties of Lagrangian multiplier tests. en_US
dc.language en_US
dc.publisher Wiley-Blackwell en_US
dc.relation.isbasedon http://dx.doi.org/10.2307/1911963 en_US
dc.title A simple test for heteroscedasticity and random coefficient variation en_US
dc.parent Econometrica en_US
dc.journal.volume 47 en_US
dc.journal.number 5 en_US
dc.publocation USA en_US
dc.identifier.startpage 1287 en_US
dc.identifier.endpage 1294 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 140300 en_US
dc.personcode 0000061388 en_US
dc.personcode 100844 en_US
dc.percentage 100 en_US
dc.classification.name Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA en_US
dc.staffid en_US
dc.staffid 100844 en_US

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