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

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,

Trevor Breusch, A. R. Pagan
https://resea.org/10.2307/2297111

Abstract

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,