Access Statistics for Marian Vavra

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Distance Test of Normality for a Wide Class of Stationary Processes 0 0 0 13 0 0 1 54
Assessing Distributional Properties of Forecast Errors 0 0 0 11 0 1 1 48
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 0 37 1 1 3 40
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 0 1 61
Normality Tests for Dependent Data 0 0 0 19 0 0 2 83
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 0 0 141
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 0 0 24
On a Bootstrap Test for Forecast Evaluations 0 0 0 105 0 0 1 136
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 0 0 72
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 0 2 3 177
Robustness of Power Properties of Non-linearity Tests 0 0 1 61 0 0 1 121
Short-term Forecasting of Real GDP Using Monthly Data 0 0 1 76 1 2 4 183
Testing Non-linearity Using a Modified Q Test 0 1 2 51 0 1 4 208
Testing for linear and Markov switching DSGE models 0 0 0 128 0 0 0 141
Testing for marginal asymmetry of weakly dependent processes 0 0 0 43 0 0 1 78
Testing for non-linearity in multivariate stochastic processes 0 0 0 91 0 1 1 98
Testing for normality with applications 0 1 1 28 0 2 2 117
Total Working Papers 0 2 5 845 2 10 25 1,782


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Quantile-based Test for Symmetry of Weakly Dependent Processes 0 1 2 14 0 1 3 49
A distance test of normality for a wide class of stationary processes 0 0 0 10 0 0 1 41
Assessing distributional properties of forecast errors for fan-chart modelling 0 0 0 6 0 0 0 22
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests 0 0 0 1 0 0 0 22
On testing for nonlinearity in multivariate time series 0 0 0 25 0 0 1 117
Portmanteau tests for linearity of stationary time series 0 0 0 12 0 0 0 37
Total Journal Articles 0 1 2 68 0 1 5 288


Statistics updated 2025-07-04