Nationality Australian Name Trevor Breusch | ||
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Contributions Breusch–Pagan testBreusch–Godfrey test Books The Lagrange Multiplier Test and Its Applications to Model Specification |
Trevor Stanley Breusch (born c. 1953) was until his retirement Professor of Econometrics and Deputy Director of Crawford School of Public Policy at the Australian National University. He is noted for the Breusch–Pagan test from the paper (with Adrian Pagan) "A simple test for heteroscedasticity and random coefficient variation" (see Noted works, below). Another contribution to econometrics is the serial correlation Lagrange multiplier test, often called Breusch–Godfrey test after Breusch and Leslie G. Godfrey, which can be used to identify autocorrelation in the errors of a regression model.
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Awards
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Trevor S. Breusch Wikipedia(Text) CC BY-SA