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 12 3,734
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 0 1 860 0 0 14 2,876
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 0 0 8 2,124 1 6 50 5,531
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 0 2 773 0 1 12 2,126
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 0 1,963 0 0 16 4,083
DURBINH: MATLAB module to calculate Durbin's h statistic 0 0 1 1,235 0 0 8 3,452
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 2 2 2,728 0 2 8 8,788
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 0 1 1,898 0 1 19 3,931
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 0 2,545 0 0 10 5,697
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 0 0 8 3,786
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 0 1 4,825 1 2 19 11,453
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 0 4 2,306
Total Software Items 0 2 16 22,908 2 12 180 57,763

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Statistics updated 2026-08-07