Trevor S. Breusch Australian Economist
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Trevor S. Breusch is a member of the following lists: 1950s births, Australian National University alumni and Fellows of the Econometric Society.
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Details
| First Name |
Trevor
|
| Middle Name |
S.
|
| Last Name |
Breusch
|
| Birthday |
30th November, 1952
|
| Nationality |
Australian
|
| Occupation |
Economist
|
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.
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