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Ludwig Kanzler

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This is information that was supplied by Ludwig Kanzler in registering through RePEc. If you are Ludwig Kanzler , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Ludwig
Middle Name:
Last Name: Kanzler
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RePEc Short-ID: pka10

Email:
Homepage: http://ww61.tiki.ne.jp/~kanzler
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Affiliation

Works

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Software components

  1. Ludwig Kanzler, 1998. "GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic," Statistical Software Components T850805, Boston College Department of Economics.
  2. Ludwig Kanzler, 1998. "QSTAT: MATLAB module to calculate Ljung-Box q statistic," Statistical Software Components T850803, Boston College Department of Economics.
  3. Ludwig Kanzler, 1998. "PHILLIPS: MATLAB module to calculate Phillips-Perron test of the unit-root hypothesis," Statistical Software Components T871805, Boston College Department of Economics.
  4. Ludwig Kanzler, 1998. "ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity," Statistical Software Components T871802, Boston College Department of Economics.
  5. Ludwig Kanzler, 1998. "VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio," Statistical Software Components T850804, Boston College Department of Economics.
  6. Ludwig Kanzler, 1998. "ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression," Statistical Software Components T871801, Boston College Department of Economics.
  7. Ludwig Kanzler, 1998. "BDSSIG: MATLAB module to calculate Brock, Dechert & Scheinkman test significance," Statistical Software Components T891501, Boston College Department of Economics, revised 29 Sep 2002.
  8. Ludwig Kanzler, 1998. "DURBINH: MATLAB module to calculate Durbin's h statistic," Statistical Software Components T850801, Boston College Department of Economics.
  9. Ludwig Kanzler, 1998. "BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence," Statistical Software Components T871803, Boston College Department of Economics.
  10. Ludwig Kanzler, 1998. "DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance," Statistical Software Components T850802, Boston College Department of Economics, revised 06 May 2005.
  11. Ludwig Kanzler, 1998. "DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance," Statistical Software Components T871804, Boston College Department of Economics.
  12. Ludwig Kanzler, 1998. "UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests," Statistical Software Components T871806, Boston College Department of Economics.

Statistics

This author is among the top 5% authors according to these criteria:
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  2. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  3. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors

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