Breusch–Godfrey test
Breusch–Godfrey test - brief summary
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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 has not been included in a proposed model structure and which, if present, would mean that incorrect conclusions would be drawn from other tests or that sub-optimal estimates of model parameters would be obtained. The test is named after Trevor S. Breusch and Leslie G. Godfrey.
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