Some tests for the constancy of regressions under heteroscedasticity

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

Trevor Breusch, A. R. Pagan · The Review of Economic Studies · 1980 · 8.7K citations

Social Sciences, Business Economics, Economics +9

The theory and practice of econometrics

Journal of Macroeconomics · 1986 · 4.4K citations

Social Sciences, Business Economics, Economics +10

The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

S. S. Wilks · The Annals of Mathematical Statistics · 1938 · 3.5K citations · Full text

Natural Sciences, Biostatistics, Educational Measurement +16

An Introduction to Bayesian Inference in Econometrics.

J. D. Sargan, Arnold Zellner · Journal of the Royal Statistical Society Series A (General) · 1974 · 2K citations

Natural Sciences, Economics, Bayesian Data Analysis +11

An Introduction to Bayesian Inference in Econometrics.

Dennis J. Aigner, Arnold Zellner · Journal of the American Statistical Association · 1972 · 1.7K citations

Natural Sciences, Economics, Bayesian Data Analysis +11