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 |
3 |
2,095 |
0 |
1 |
6 |
3,719 |
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity |
0 |
1 |
3 |
858 |
0 |
1 |
7 |
2,861 |
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence |
4 |
7 |
30 |
2,110 |
8 |
18 |
71 |
5,461 |
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance |
0 |
0 |
1 |
768 |
2 |
5 |
13 |
2,110 |
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance |
0 |
0 |
1 |
1,963 |
0 |
0 |
1 |
4,065 |
DURBINH: MATLAB module to calculate Durbin's h statistic |
0 |
0 |
0 |
1,234 |
1 |
2 |
4 |
3,442 |
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance |
1 |
2 |
9 |
2,726 |
2 |
6 |
18 |
8,779 |
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic |
0 |
0 |
12 |
1,893 |
2 |
2 |
23 |
3,899 |
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis |
0 |
0 |
5 |
2,545 |
0 |
1 |
9 |
5,682 |
QSTAT: MATLAB module to calculate Ljung-Box q statistic |
0 |
0 |
0 |
1,009 |
0 |
0 |
4 |
3,778 |
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests |
1 |
3 |
7 |
4,824 |
3 |
5 |
15 |
11,430 |
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio |
0 |
0 |
0 |
853 |
0 |
0 |
2 |
2,301 |
Total Software Items |
6 |
13 |
71 |
22,878 |
18 |
41 |
173 |
57,527 |
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