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 1 6 3,722
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 0 2 859 0 0 3 2,862
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 1 3 23 2,116 1 9 60 5,481
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 1 4 771 0 1 13 2,114
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 1 1,963 1 2 3 4,067
DURBINH: MATLAB module to calculate Durbin's h statistic 0 0 0 1,234 0 1 4 3,444
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 1 9 1,897 0 4 23 3,912
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 2 2,545 0 2 9 5,687
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 0 0 1 3,778
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 0 5 4,824 0 3 14 11,434
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 1 1 1 2,302
Total Software Items 1 5 52 22,892 3 24 148 57,583


Statistics updated 2025-08-05