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 3 3 15 2,879
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 0 0 7 2,124 5 10 53 5,541
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 0 2 773 0 0 11 2,126
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 0 1,963 1 1 17 4,084
DURBINH: MATLAB module to calculate Durbin's h statistic 0 0 0 1,235 1 2 9 3,454
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 0 2 2,728 2 2 9 8,790
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 0 1 1,898 1 1 18 3,932
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 0 2,545 2 2 11 5,699
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 1 1 7 3,787
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 0 0 4,825 0 0 14 11,453
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 3 4 8 2,310
Total Software Items 0 0 13 22,908 19 26 184 57,789

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Statistics updated 2026-11-12