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 0 0 2,095 0 0 4 3,722
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 0 2 859 2 2 4 2,864
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 0 1 14 2,117 2 7 52 5,488
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 0 4 771 1 1 11 2,115
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 0 1,963 0 0 2 4,067
DURBINH: MATLAB module to calculate Durbin's h statistic 0 1 1 1,235 0 1 5 3,445
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 0 4 2,726 0 1 10 8,781
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 0 5 1,897 1 2 18 3,914
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 1 2,545 0 1 9 5,688
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 1 2 2 3,780
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 1 5 4,825 1 5 16 11,439
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 0 1 2,302
Total Software Items 0 3 36 22,895 8 22 134 57,605


Statistics updated 2025-11-08