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 1 3 6 3,722
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 1 2 859 0 1 3 2,862
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 2 5 30 2,115 7 18 70 5,479
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 2 3 770 0 3 13 2,113
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 1 1,963 0 0 1 4,065
DURBINH: MATLAB module to calculate Durbin's h statistic 0 0 0 1,234 1 2 4 3,444
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 0 6 2,726 0 1 12 8,780
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 1 4 10 1,897 2 11 23 3,910
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 3 2,545 1 4 9 5,686
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 0 0 2 3,778
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 0 6 4,824 1 2 14 11,432
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 0 0 2,301
Total Software Items 3 12 61 22,890 13 45 157 57,572


Statistics updated 2025-06-06