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Breusch-Pagan Test

Heteroskedasticity can be evaluated by means of several statistical tests (modified Levene, White, or Breusch-Pagan test) or by looking at the residual plots [20-22],... [Pg.144]

T. S. Breusch, A. R. Pagan, A simple test of heteroskedasticity and random coefficient variation, Econometrica, 47 (1979), 1287-1294. [Pg.161]

Breusch, T.S. and Pagan, A.R. A simple test for heteroscedas-ticity and random coefficient of variation. Econometrica 1979 47 1287-1294. [Pg.367]


See other pages where Breusch-Pagan Test is mentioned: [Pg.293]    [Pg.293]    [Pg.44]    [Pg.102]    [Pg.44]    [Pg.102]    [Pg.43]    [Pg.128]    [Pg.43]   
See also in sourсe #XX -- [ Pg.294 ]




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