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 |
1 |
5 |
3,723 |
| ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity |
1 |
1 |
3 |
860 |
2 |
4 |
6 |
2,866 |
| BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence |
2 |
2 |
16 |
2,119 |
5 |
9 |
50 |
5,493 |
| BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance |
0 |
0 |
3 |
771 |
0 |
1 |
10 |
2,115 |
| DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance |
0 |
0 |
0 |
1,963 |
2 |
2 |
4 |
4,069 |
| DURBINH: MATLAB module to calculate Durbin's h statistic |
0 |
0 |
1 |
1,235 |
1 |
1 |
6 |
3,446 |
| DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance |
0 |
0 |
2 |
2,726 |
0 |
1 |
8 |
8,781 |
| GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic |
1 |
1 |
5 |
1,898 |
3 |
4 |
20 |
3,917 |
| PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis |
0 |
0 |
0 |
2,545 |
1 |
1 |
8 |
5,689 |
| QSTAT: MATLAB module to calculate Ljung-Box q statistic |
0 |
0 |
0 |
1,009 |
0 |
1 |
2 |
3,780 |
| UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests |
0 |
0 |
4 |
4,825 |
2 |
6 |
16 |
11,441 |
| VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio |
0 |
0 |
0 |
853 |
0 |
0 |
1 |
2,302 |
| Total Software Items |
4 |
4 |
34 |
22,899 |
17 |
31 |
136 |
57,622 |
|
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