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Testing for autocorrelation in dynamic linear models
Breusch, T. S. - In: Australian economic papers 17 (1978), pp. 334-355
Persistent link: https://www.econbiz.de/10001950368
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Useful invariance results for generalized regression models
Breusch, Trevor S. - In: Journal of econometrics 13 (1980) 3, pp. 327-340
Persistent link: https://www.econbiz.de/10001950377
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Tests of specification in econometrics
Ruud, Paul A.; Breusch, Trevor S.; Mizon, Grayham E. - In: Econometric reviews 3 (1984) 2, pp. 211-242
Persistent link: https://www.econbiz.de/10002725360
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A review of recent work on testing for auto-correlation in dynamic simultaneous models
Breusch, T. S.; Godfrey, L. - In: Macroeconomic analysis : essays in macroeconomics and …, (pp. 63-110). 1981
Persistent link: https://www.econbiz.de/10001950351
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A simple test for heteroscedasticity and random coefficient variation
Breusch, T. S.; Pagan, A. R. - In: Econometrica : journal of the Econometric Society, an … 47 (1979) 5, pp. 1287-1294
Persistent link: https://www.econbiz.de/10001950364