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 3 2,095 0 1 6 3,719
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 1 3 858 0 1 7 2,861
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 4 7 30 2,110 8 18 71 5,461
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 0 1 768 2 5 13 2,110
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 3,442
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 1 2 9 2,726 2 6 18 8,779
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 0 12 1,893 2 2 23 3,899
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 5 2,545 0 1 9 5,682
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 0 0 4 3,778
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 1 3 7 4,824 3 5 15 11,430
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 0 2 2,301
Total Software Items 6 13 71 22,878 18 41 173 57,527


Statistics updated 2025-03-03