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 3 13 3,734
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 0 1 860 1 3 14 2,876
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 2 3 11 2,124 7 18 53 5,525
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 2 2 3 773 5 5 12 2,125
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 0 1,963 6 12 18 4,083
DURBINH: MATLAB module to calculate Durbin's h statistic 0 0 1 1,235 2 3 9 3,452
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 0 0 2,726 2 2 6 8,786
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 0 2 1,898 4 9 22 3,930
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 0 2,545 2 4 12 5,697
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 1 2 8 3,786
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 0 1 4,825 3 5 20 11,451
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 3 5 2,306
Total Software Items 4 5 19 22,906 34 69 192 57,751

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Statistics updated 2026-05-06