Ludwig Kanzler
Personal Details
First Name: | Ludwig |
Middle Name: | |
Last Name: | Kanzler |
Suffix: | |
RePEc Short-ID: | pka10 |
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http://ww61.tiki.ne.jp/~kanzler | |
Research output
Jump to: SoftwareSoftware components
- Ludwig Kanzler, 1998. "GPH: MATLAB module to calculate Geweke-Porter-Hudak long memory statistic," Statistical Software Components T850805, Boston College Department of Economics.
- 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.
- Ludwig Kanzler, 1998. "DURBINH: MATLAB module to calculate Durbin's h statistic," Statistical Software Components T850801, Boston College Department of Economics.
- Ludwig Kanzler, 1998. "VARRATIO: MATLAB module to calculate heteroskedasticity-consistent variance ratio," Statistical Software Components T850804, Boston College Department of Economics.
- 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.
- Ludwig Kanzler, 1998. "BDS: MATLAB module to calculate Brock, Dechert & Scheinkman test for independence," Statistical Software Components T871803, Boston College Department of Economics.
- Ludwig Kanzler, 1998. "ARCHTEST: MATLAB module to calculate test for autoregressive conditional heteroskedasticity," Statistical Software Components T871802, Boston College Department of Economics.
- Ludwig Kanzler, 1998. "QSTAT: MATLAB module to calculate Ljung-Box q statistic," Statistical Software Components T850803, Boston College Department of Economics.
- Ludwig Kanzler, 1998. "ADFREG: MATLAB module to calculate augmented Dickey-Fuller regression," Statistical Software Components T871801, Boston College Department of Economics.
- Ludwig Kanzler, 1998. "UNITROOT: MATLAB module to calculate (Augmented) Dickey-Fuller and Phillips-Perron tests," Statistical Software Components T871806, Boston College Department of Economics.
- 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.
- 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
- 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:
- Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011.
"Forecasting the Polish zloty with non-linear models,"
NBP Working Papers
81, Narodowy Bank Polski.
- Michał Rubaszek & Paweł Skrzypczyński & Grzegorz Koloch, 2010. "Forecasting the Polish Zloty with Non-Linear Models," Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics, vol. 2(2), pages 151-167, March.
- Michal Rubaszek & Pawel Skrzypczynski & Grzegorz Koloch, 2011.
"Forecasting the Polish zloty with non-linear models,"
NBP Working Papers
81, Narodowy Bank Polski.
- 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:
- 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.
- 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.
- Maria Eugenia Sanin & Francesco Violante & Maria Mansanet-Bataller, 2015. "Understanding volatility dynamics in the EU-ETS market," Post-Print hal-02878047, HAL.
- 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.
- 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.
More information
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