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 53
Assessing Distributional Properties of Forecast Errors 0 0 0 11 0 0 0 47
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 0 37 0 0 1 37
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 1 21 0 0 2 60
Normality Tests for Dependent Data 0 0 1 19 0 0 3 81
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 1 49 0 0 4 141
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 2 13 0 1 8 24
On a Bootstrap Test for Forecast Evaluations 0 0 1 105 1 2 6 136
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 0 0 2 174
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 0 0 72
Robustness of Power Properties of Non-linearity Tests 0 0 0 60 0 0 0 120
Short-term Forecasting of Real GDP Using Monthly Data 0 0 1 75 0 0 2 179
Testing Non-linearity Using a Modified Q Test 0 0 0 49 0 1 1 205
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 1 2 77
Testing for non-linearity in multivariate stochastic processes 0 0 0 91 0 1 2 97
Testing for normality with applications 0 0 0 27 0 0 0 115
Total Working Papers 0 0 7 840 1 6 34 1,759


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 0 0 12 0 0 1 46
A distance test of normality for a wide class of stationary processes 0 0 1 10 0 0 2 40
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 0 116
Portmanteau tests for linearity of stationary time series 0 0 0 12 0 0 1 37
Total Journal Articles 0 0 1 66 0 0 4 283


Statistics updated 2024-09-04