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 2 3 6 3,725
ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity 0 1 2 860 3 7 8 2,869
BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence 2 4 16 2,121 8 15 52 5,501
BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance 0 0 3 771 2 3 10 2,117
DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance 0 0 0 1,963 0 2 4 4,069
DURBINH: MATLAB module to calculate Durbin's h statistic 0 0 1 1,235 2 3 7 3,448
DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance 0 0 2 2,726 0 0 6 8,781
GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic 0 1 5 1,898 2 6 22 3,919
PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis 0 0 0 2,545 0 1 7 5,689
QSTAT: MATLAB module to calculate Ljung-Box q statistic 0 0 0 1,009 0 1 2 3,780
UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests 0 0 3 4,825 2 5 17 11,443
VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio 0 0 0 853 0 0 1 2,302
Total Software Items 2 6 32 22,901 21 46 142 57,643


Statistics updated 2026-01-09