قارن الطرق

	اختبار بروش-غودفري للاشتقاق التسلسلي	اختبار فرس للاعتمادية المقطعية المستقلة لبيانات اللوحات
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Hypothesis test
سنة النشأة	1978	1995
صاحب الطريقة	Trevor Breusch & Leslie Godfrey	Edward Frees
النوع	Lagrange-multiplier test for serial correlation	Non-parametric panel diagnostic test
المصدر التأسيسي	Godfrey, L. G. (1978). Testing against general autoregressive and moving average error models when the regressors include lagged dependent variables. Econometrica, 46(6), 1293–1301.	Frees, E. W. (1995). Assessing cross-sectional correlation in panel data. Journal of Econometrics, 69(2), 393–414.
الأسماء البديلة	BG test, LM test for autocorrelation, Breusch-Godfrey serial correlation test, Breusch-Godfrey otokorelasyon testi	Frees CD Test, Frees Q-statistic Test, Cross-Sectional Dependence Test (Frees), Frees Bağımlılık Testi
ذات صلة	3	3
الملخص	The Breusch-Godfrey test is a Lagrange-multiplier test for serial correlation in regression residuals, developed independently by Trevor Breusch (1978) and Leslie Godfrey (1978). Unlike the Durbin-Watson test, it detects autocorrelation up to any chosen order p, remains valid when the model includes lagged dependent variables, and produces a definite chi-square p-value rather than an inconclusive region — making it the modern standard for autocorrelation testing.	The Frees test, introduced by Edward Frees in 1995, is a non-parametric diagnostic procedure for detecting cross-sectional dependence in panel data. It is designed for settings where N (number of units) is large and T (time periods) is moderate, making it a standard pre-estimation check before applying panel regression methods that assume cross-sectional independence. Applied economists and social scientists routinely use it to verify whether units in the panel share common shocks or spatial linkages.