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 1 3 12 2,070 2 6 33 3,648
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 2 5 12 835 10 25 86 2,684
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 5 14 53 1,959 23 61 242 4,921
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 3 9 755 1 10 30 2,048
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 3 11 1,944 4 11 26 4,001
DURBINH: MATLAB module to calculate Durbin's h statistic 1 4 11 1,215 7 18 105 3,376
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 3 7 15 2,682 7 25 66 8,635
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 4 6 27 1,823 8 20 82 3,698
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 3 5 10 2,512 7 17 39 5,582
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,003 1 3 22 3,717
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 2 14 41 4,735 7 46 171 11,042
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 1 1 5 841 1 4 38 2,250
Total Software Items 22 65 206 22,374 78 246 940 55,602


Statistics updated 2021-01-03