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 5 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 0 2 20 2,117 2 6 59 5,486
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 0 4 771 0 0 11 2,114
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 0 1,963 0 1 2 4,067
DURBINH: MATLAB module to calculate Durbin's h statistic 0 1 1 1,235 0 1 5 3,445
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 0 4 2,726 1 1 10 8,781
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 0 6 1,897 0 1 20 3,913
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 1 2,545 0 1 9 5,688
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 0 1 1 3,779
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 1 6 4,825 3 4 17 11,438
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 1 1 2,302
Total Software Items 0 4 44 22,895 6 17 142 57,597


Statistics updated 2025-10-06