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Details about Ludwig Kanzler

E-mail:
Homepage:http://ww61.tiki.ne.jp/~kanzler

Access statistics for papers by Ludwig Kanzler.

Last updated 2008-01-31. Update your information in the RePEc Author Service.

Short-id: pka10


Jump to Software Items

Software Items

2005

  1. DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance
    Statistical Software Components, Boston College Department of Economics Downloads

2002

  1. BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance
    Statistical Software Components, Boston College Department of Economics Downloads

1998

  1. ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression
    Statistical Software Components, Boston College Department of Economics Downloads
  2. ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity
    Statistical Software Components, Boston College Department of Economics Downloads
  3. BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence
    Statistical Software Components, Boston College Department of Economics Downloads View citations (2)
  4. DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance
    Statistical Software Components, Boston College Department of Economics Downloads
  5. DURBINH: MATLAB module to calculate Durbin's h statistic
    Statistical Software Components, Boston College Department of Economics Downloads
  6. GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic
    Statistical Software Components, Boston College Department of Economics Downloads View citations (1)
  7. PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis
    Statistical Software Components, Boston College Department of Economics Downloads
  8. QSTAT: MATLAB module to calculate Ljung-Box q statistic
    Statistical Software Components, Boston College Department of Economics Downloads
  9. UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests
    Statistical Software Components, Boston College Department of Economics Downloads
  10. VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio
    Statistical Software Components, Boston College Department of Economics Downloads
 
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