Trevor S. Breusch

Trevor Stanley Breusch (born c. 1953) is an Australian econometrician and 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.

Trevor S. Breusch
Bornc. 1953 (age 6970)
NationalityAustralian
Academic career
InstitutionCrawford School of Public Policy
FieldEconometrics
Alma materAustralian National University
ContributionsBreusch–Pagan test
Breusch–Godfrey test
Information at IDEAS / RePEc

Awards

  • Australian Finance Conference Prize in Economics, University of Queensland, 1973.
  • University of Queensland Medal, 1975.
  • Fellow of the Econometric Society, 1991.

Noted works

  • Breusch, T. S.; Pagan, A. R. (1979). "A Simple Test for Heteroscedasticity and Random Coefficient Variation". Econometrica. 47 (5): 1287–1294. doi:10.2307/1911963. JSTOR 1911963.
  • Breusch, T. S. (1979). "Testing for Autocorrelation in Dynamic Linear Models". Australian Economic Papers. 17 (31): 334–355. doi:10.1111/j.1467-8454.1978.tb00635.x.
This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.