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

Trevor Breusch; A. R. Pagan · The Review of Economic Studies · 1980

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Author / responsible party
Trevor Breusch; A. R. Pagan
Publisher
The Review of Economic Studies
Year
1980
Language
English

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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,

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APA 7

Breusch, T. & Pagan, A. R. (1980). The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics. https://doi.org/10.2307/2297111

MLA

Breusch, Trevor, and A. R. Pagan. "The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics." 1980. https://doi.org/10.2307/2297111.

Chicago

Breusch, Trevor and A. R. Pagan. 1980. "The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics.". https://doi.org/10.2307/2297111.

Harvard

Breusch, T. and Pagan, A. R. 1980, The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics, The Review of Economic Studies, available at: https://doi.org/10.2307/2297111 [Accessed 7 Aug. 2026].

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Resource details

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Title
The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
Author / contributors
Trevor Breusch; A. R. Pagan
Publisher
The Review of Economic Studies
Publication year
1980
Language
English

Subjects

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Lagrange multiplier; Multiplier (economics); Economics; Econometrics; Test (biology); Specification; Mathematical economics; Score test; Actuarial science; Mathematics; Statistical hypothesis testing; Macroeconomics
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