Review of Economic Studies Vol. 47 No. 1 1980

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

T. S. Breusch¹; A. R. Pagan²

¹ University of Southampton · ² Australian National University

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,

DOI

10.2307/2297111

Volume

47

Issue

1

Pages

239

Sources

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