Details about Ludwig Kanzler

Access statistics for papers by Ludwig Kanzler.

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

Short-id: pka10

Software Items

2005

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

2002

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

1998

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