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Breusch-Pagan test

version 1.0.0 (1.91 KB) by Martin Magris
Breusch-Pagan test for heteroskedasticity in a linear regression model (original and Koenker's versions).

257 Downloads

Updated 4 May 2020

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Breusch, T. S.; Pagan, A. R. (1979). "A Simple Test for Heteroskedasticity and Random Coefficient Variation". Econometrica. 47 (5): 1287–1294. doi:10.2307/1911963. JSTOR 1911963. MR 0545960.
Koenker, R. (1981). "A note on studentizing a test for heteroskedasticity". Journal of Econometrics. 17 (1): 107–112. doi:10.1016/0304-4076(81)90062-2.

Cite As

Martin Magris (2022). Breusch-Pagan test (https://www.mathworks.com/matlabcentral/fileexchange/75340-breusch-pagan-test), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
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