Trevor S. Breusch
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Trevor S. Breusch | |
---|---|
Born | c. 1953 (age 70–71) |
Nationality | Australian |
Academic career | |
Institution | Crawford School of Public Policy |
Field | Econometrics |
Alma mater | Australian National University |
Contributions | Breusch–Pagan test Breusch–Godfrey test |
Information at IDEAS / RePEc |
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.
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.
External links
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- 1950s births
- Living people
- Econometricians
- Australian economists
- Australian National University alumni
- Fellows of the Econometric Society