Trevor Stanley Breusch (born c. 1953) is an Australian econometrician and was until his retirement Professor of

Econometrics Econometrics is the application of Statistics, statistical methods to economic data in order to give Empirical evidence, empirical content to economic relationships.M. Hashem Pesaran (1987). "Econometrics," ''The New Palgrave: A Dictionary of ...

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 Asia and the Pacific at The Australian National University which focuses on Australia and the Asia-Pacific region. The school was named after Sir ...

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 In statistics, the Breusch–Pagan test, developed in 1979 by Trevor Breusch and Adrian Pagan, is used to test for heteroskedasticity in a linear regression model. It was independently suggested with some extension by R. Dennis Cook and Sanf ...

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 th ...

after Breusch and

Leslie G. Godfrey Leslie George Godfrey (born 1946) is a British 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," ' ...

, 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