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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, Economic Research Department.

  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. Maria Eugenia Sanin & Maria Mansanet-Bataller & Francesco Violante, 2015. "Understanding volatility dynamics in the EU-ETS market," CREATES Research Papers 2015-04, Department of Economics and Business Economics, Aarhus University.

Corrections

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