قارن الطرق

	اختبار بروش-بيجان للتباين غير المتجانس	نموذج التباين الشرطي الذاتي الانحداري المعمم (GARCH)
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1979	1986
صاحب الطريقة	Trevor Breusch & Adrian Pagan	Tim Bollerslev
النوع	Lagrange-multiplier test for heteroskedasticity	Conditional volatility model
المصدر التأسيسي	Breusch, T. S., & Pagan, A. R. (1979). A simple test for heteroscedasticity and random coefficient variation. Econometrica, 47(5), 1287–1294.	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307-327.
الأسماء البديلة	BP test, Breusch-Pagan-Godfrey test, Lagrange multiplier test for heteroskedasticity, Breusch-Pagan değişen varyans testi	GARCH(1,1), generalized ARCH, conditional volatility model, GARCH Modeli
ذات صلة	3	5
الملخص	The Breusch-Pagan test, introduced by Trevor Breusch and Adrian Pagan in 1979, is a Lagrange-multiplier test for heteroskedasticity — the condition where the variance of a regression's errors changes with the explanatory variables. It works by regressing the squared OLS residuals on candidate variables and checking whether they explain any of the residual variation, signalling that the constant-variance assumption is violated.	GARCH is an econometric model for the time-varying volatility of financial time series, introduced by Tim Bollerslev in 1986 as a generalisation of Engle's ARCH model. It treats the conditional variance as a function of past squared shocks and past variances, capturing the volatility clustering seen in returns.