Another contribution to econometrics is the serial correlation Lagrange multiplier test, often called Breusch Godfrey test after Breusch and Leslie G . Godfrey, which can be used to identify autocorrelation in the errors of a regression model.
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Azeredo ( 2014 ) showed that traditional pre-1930 consumption measures understate the extent of serial correlation in the U . S . annual real growth rate of per capita consumption of non-durables and services ( " consumption growth " ).
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Alternatively, the serial correlation coefficient of the ISI sequence is positive for bursting patterns, because in this case short ISIs tend to be followed by more short ISIs ( at least if the bursts consist of more than two spikes ).
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Finally, the importance of the article by Koopmans ( 1942 ) deriving the distribution of the serial correlation coefficient was recognized by John von Neumann, and it later influenced the optimal tests for a unit root by John Denis Sargan and Alok Bhargava ( Sargan and Bhargava, 1983 ).
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