File Exchange

image thumbnail

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).

12 Downloads

Updated 04 May 2020

View License

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 (2021). Breusch-Pagan test (https://www.mathworks.com/matlabcentral/fileexchange/75340-breusch-pagan-test), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (0)

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!