The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

S-Tier

Journal: Review of Economic Studies

Year: 1980

Volume: 47

Issue: 1

Pages: 239-253

Authors (2)

T. S. Breusch (not in RePEc) A. R. Pagan (University of Sydney)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count