Trevor Stanley Breusch (born c. 1953) is an Australian

econometrician Econometrics is an 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 an 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 Crawford School of Public Policy is a research-intensive policy school within the ANU College of Law, Governance and Policy at The Australian National University which focuses on Australia and the Asia-Pacific region. The school was named afte ...

at the

Australian National University The Australian National University (ANU) is a public university, public research university and member of the Group of Eight (Australian universities), Group of Eight, located in Canberra, the capital of Australia. Its main campus in Acton, A ...

. 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 that ...

after Breusch and

Leslie G. Godfrey Leslie George Godfrey (born 1946) is a British econometrician. The Breusch–Godfrey test is named after him and Trevor S. Breusch. He is an emeritus professor of econometrics at the University of York The University of York (abbreviated ...

, which can be used to identify

autocorrelation Autocorrelation, sometimes known as serial correlation in the discrete time case, measures the correlation of a signal with a delayed copy of itself. Essentially, it quantifies the similarity between observations of a random variable at differe ...

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 Year of birth missing (living people)