Access Statistics for Ludwig Kanzler

Author contact details at EconPapers.

Software Item File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression 0 1 6 2,091 0 2 16 3,703
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 0 4 850 3 7 47 2,836
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 2 11 34 2,056 8 36 125 5,305
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 0 1 763 0 7 12 2,085
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 5 1,958 0 2 18 4,057
DURBINH: MATLAB module to calculate Durbin's h statistic 0 1 4 1,231 2 7 16 3,431
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 4 4 14 2,710 4 4 35 8,742
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 1 2 21 1,874 3 11 52 3,845
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 2 6 2,531 3 6 21 5,655
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 1 3 1,008 0 2 13 3,764
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 1 6 31 4,807 11 28 111 11,371
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 1 1 849 0 1 7 2,293
Total Software Items 8 29 130 22,728 34 113 473 57,087


Statistics updated 2023-05-07