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

Bibliographic Data

ID23313435
AuthorsTrevor Breusch (University of Southampton), T S Breusch, A R Pagan (Australian National University)
Year1980
Volume47
Issue1
Pages239
Publication date1980-01-01
Peer ReviewedYes
Open AccessNo
TypeARTICLE
VenueThe Review of Economic Studies (JOURNAL)
Journal identifiersISSN: 0034-6527 • E-ISSN: 1467-937X
PublisherOxford University Press (OUP) (PUBLISHER)
DOI10.2307/2297111
OpenAlexW2067402622
LanguageEN
Citations received1.002
References cited9

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

Actuarial science · Econometrics · Economics · Lagrange multiplier · Macroeconomics · Mathematical economics · Mathematical optimization · Multiplier (economics) · Score test · Specification · Statistical hypothesis testing · Statistics · Test (biology) · Efficiency Analysis Using DEA · Mathematics · Statistical Methods and Bayesian Inference · Statistical Methods and Inference

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Unique citing works1.002
Citations per year22,27
Citation span1981 - 2026 (46)
Citation velocitycurrent
Highly citedYes
Citation typesNeutral: 921

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