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 0 0 6 3,722
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 0 2 859 0 0 2 2,862
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 1 2 23 2,117 3 5 60 5,484
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 1 4 771 0 1 11 2,114
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 1 1,963 0 2 3 4,067
DURBINH: MATLAB module to calculate Durbin's h statistic 1 1 1 1,235 1 1 5 3,445
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 0 6 2,726 0 0 11 8,780
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 0 8 1,897 1 3 22 3,913
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 2 2,545 1 2 10 5,688
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 1 1 1 3,779
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 1 1 6 4,825 1 3 15 11,435
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 1 1 2,302
Total Software Items 3 5 53 22,895 8 19 147 57,591


Statistics updated 2025-09-05