Efficient tests for normality, homoscedasticity and serial independence of regression residuals

The Advanced Theory of Statistics.

G. M. Clarke, M. G. Kendall, A. Stuart · Journal of the Royal Statistical Society Series A (General) · 1978 · 6.7K citations

Natural Sciences, Mathematics, Physics +12

A Simple Test for Heteroscedasticity and Random Coefficient Variation

Trevor Breusch, A. R. Pagan · Econometrica · 1979 · 5.4K citations

Social Sciences, Economics, Econometrics +14

TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. II

J. Durbin, G. S. Watson · Biometrika · 1951 · 3.6K citations

Social Sciences, Economics, Econometrics +14

TESTING FOR AUTOCORRELATION IN DYNAMIC LINEAR MODELS*

Trevor Breusch · Australian Economic Papers · 1978 · 1.5K citations

Computing, Biostatistics, Econometrics +7

Testing for Serial Correlation in Least Squares Regression: I

J. Durbin, G. S. Watson · Biometrika · 1950 · 949 citations

Social Sciences, Biostatistics, Econometrics +10