Trevor Stanley Breusch (born c. 1953) is an Australian
econometrician
Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics," '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8� ...
and was until his retirement Professor of
Econometrics
Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8� ...
and Deputy Director of
Crawford School of Public Policy at the
Australian National University
The Australian National University (ANU) is a public research university located in Canberra, the capital of Australia. Its main campus in Acton encompasses seven teaching and research colleges, in addition to several national academies and ...
. He is noted for the
Breusch–Pagan test from the paper (with
Adrian Pagan
Adrian Rodney Pagan (born 12 January 1947 in Mungindi, Queensland) is an Australian economist and Professor of Economics in the School of Economics at the University of Sydney. From 1995 to 2000, he was a member of the board of the Reserve Ban ...
) "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
In statistics, the Breusch–Godfrey test is used to assess the validity of some of the modelling assumptions inherent in applying regression-like models to observed data series. In particular, it tests for the presence of serial correlation tha ...
after Breusch and
Leslie G. Godfrey, which can be used to identify
autocorrelation
Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable ...
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
*
*
External links
Staff page
{{DEFAULTSORT:Breusch, Trevor
1950s births
Living people
Econometricians
Australian economists
Australian National University alumni
Fellows of the Econometric Society