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20142023
most citedRobust and efficient Breusch-Pagan test-statistic: an application of the beta-score Lagrange multipliers test for non-identically distributed individuals

3 citations · 4 across the 6 of their papers we have counts for

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math.ST2023★ 3 cited

Robust and efficient Breusch-Pagan test-statistic: an application of the beta-score Lagrange multipliers test for non-identically distributed individuals

Nirian Martin

In Econometrics, the Breusch-Pagan test-statistic has become an iconic application of the Lagrange multipliers (LM) test. We shall introduce beta-score LM tests for heteroscedastic…