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 2 10 14 3,733
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 0 2 860 0 7 12 2,873
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 0 2 11 2,121 5 19 51 5,512
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 0 3 771 0 5 10 2,120
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 0 1,963 5 7 11 4,076
DURBINH: MATLAB module to calculate Durbin's h statistic 0 0 1 1,235 1 4 8 3,450
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 0 0 2,726 0 3 5 8,784
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 0 5 1,898 1 5 23 3,922
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 0 2,545 0 4 11 5,693
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 1 5 7 3,785
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 0 1 4,825 2 7 18 11,448
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 3 4 5 2,306
Total Software Items 0 2 23 22,901 20 80 175 57,702

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Statistics updated 2026-03-04