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 |
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