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

19808,563 citationsJournal Article

Authors

Trevor Breusch · University of Southampton

A. R. Pagan · Australian National University

Abstract

Journal Article The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics Get access T. S. Breusch, T. S. Breusch University of Southampton Search for other works by this author on: Oxford Academic Google Scholar A. R. Pagan A. R. Pagan Australian National University Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 47, Issue 1, 1980, Pages 239–253, https://doi.org/10.2307/2297111 Published: 01 January 1980

Topics & Keywords

Statistical Methods and Inference Efficiency Analysis Using DEA Statistical Methods and Bayesian Inference

Publication Details

Published in: The Review of Economic Studies

Volume 47, Issue 1, pp. 239-239

DOI: 10.2307/2297111

Field-Weighted Citation Impact: 30.72

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

Authors

Abstract

Topics & Keywords

Publication Details