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 |
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