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Ludwig Kanzler

Personal Details

First Name:Ludwig
Middle Name:
Last Name:Kanzler
Suffix:
RePEc Short-ID:pka10
http://ww61.tiki.ne.jp/~kanzler

Research output

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Jump to: Software

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. "DFCRIT: MATLAB module to calculate Critical Dickey-Fuller values and level of significance," Statistical Software Components T871804, Boston College Department of Economics.
  3. Ludwig Kanzler, 1998. "DURBINH: MATLAB module to calculate Durbin's h statistic," Statistical Software Components T850801, Boston College Department of Economics.
  4. Ludwig Kanzler, 1998. "VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio," Statistical Software Components T850804, Boston College Department of Economics.
  5. 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.
  6. Ludwig Kanzler, 1998. "BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence," Statistical Software Components T871803, Boston College Department of Economics.
  7. Ludwig Kanzler, 1998. "ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity," Statistical Software Components T871802, Boston College Department of Economics.
  8. Ludwig Kanzler, 1998. "QSTAT: MATLAB module to calculate Ljung-Box q statistic," Statistical Software Components T850803, Boston College Department of Economics.
  9. Ludwig Kanzler, 1998. "ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression," Statistical Software Components T871801, Boston College Department of Economics.
  10. Ludwig Kanzler, 1998. "UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests," Statistical Software Components T871806, Boston College Department of Economics.
  11. 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.
  12. 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.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

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.

    Cited by:

    1. Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011. "Forecasting the Polish zloty with non-linear models," NBP Working Papers 81, Narodowy Bank Polski.

  2. Ludwig Kanzler, 1998. "BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence," Statistical Software Components T871803, Boston College Department of Economics.

    Cited by:

    1. Eugenia Sanin, María & Violante, Francesco & Mansanet-Bataller, María, 2015. "Understanding volatility dynamics in the EU-ETS market," Energy Policy, Elsevier, vol. 82(C), pages 321-331.
    2. Swasti R. Khuntia & Jose L. Rueda & Mart A.M.M. Van der Meijden, 2018. "Long-Term Electricity Load Forecasting Considering Volatility Using Multiplicative Error Model," Energies, MDPI, vol. 11(12), pages 1-19, November.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

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

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