In statistics, the Breusch–Godfrey test is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models...

Forecasting module. Q-statistic Wald–Wolfowitz runs test Breusch–Godfrey test Durbin–Watson test Box, G. E. P.; Pierce, D. A. (1970). "Distribution of...

similar assessment can be also carried out with the Breusch–Godfrey test and the Ljung–Box test. If e t {\textstyle e_{t}} is the residual given by e...

a unit root. Popular serial correlation tests include: Breusch–Godfrey test Ljung–Box test Durbin–Watson test Kočenda, Evžen; Alexandr, Černý (2014),...

Australian professor Breusch–Godfrey test, a statistics test Breusch–Pagan test, a statistics test This page lists people with the surname Breusch. If an internal...

Leslie George Godfrey (born 1946) is a British econometrician. The Breusch–Godfrey test is named after him and Trevor S. Breusch. He is an emeritus professor...

(1983). "A note on algebraic equivalence of White's test and a variation of the Godfrey/Breusch-Pagan test for heteroscedasticity". Economics Letters. 13 (2–3):...

test, covering autocorrelation of higher orders and applicable whether or not the regressors include lags of the dependent variable, is the Breusch–Godfrey...

serial correlation Lagrange multiplier test, often called Breusch–Godfrey test after Breusch and Leslie G. Godfrey, which can be used to identify autocorrelation...

to the name Lagrange multiplier test that has become more commonly used, particularly in econometrics, since Breusch and Pagan's much-cited 1980 paper...