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

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