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 12 0 0 2 46
A Note on the Finite Sample Properties of the CLS Method of TAR Models 0 0 0 45 0 0 4 112
Assessing Distributional Properties of Forecast Errors 0 0 0 6 4 6 10 24
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 1 3 36 0 1 7 28
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 1 6 16 0 1 19 45
Normality Tests for Dependent Data 0 0 1 17 2 5 23 50
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 1 3 40 3 5 21 96
On a Bootstrap Test for Forecast Evaluations 1 4 9 97 1 5 20 101
Portmanteau Tests for Linearity of Stationary Time Series 0 1 3 76 1 5 16 138
Portmanteau Tests for Linearity of Stationary Time Series 0 1 2 8 1 3 12 48
Robustness of Power Properties of Non-linearity Tests 0 0 1 59 0 0 6 114
Short-term Forecasting of Real GDP Using Monthly Data 1 1 6 54 3 6 30 128
Testing Non-linearity Using a Modified Q Test 0 0 0 47 3 3 12 189
Testing for linear and Markov switching DSGE models 0 0 0 127 0 0 2 134
Testing for marginal asymmetry of weakly dependent processes 0 0 1 41 2 4 9 70
Testing for non-linearity in multivariate stochastic processes 0 0 0 86 0 0 5 83
Testing for normality with applications 0 0 0 27 2 2 9 107
Testing the Validity of Assumptions of UC-ARIMA Models for Trend-Cycle Decompositions 0 0 1 16 2 2 11 33
Total Working Papers 2 10 36 810 24 48 218 1,546


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 3 11 0 1 5 35
A distance test of normality for a wide class of stationary processes 0 0 2 7 1 3 14 31
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests 0 0 0 1 0 1 3 22
On testing for nonlinearity in multivariate time series 0 0 0 20 0 0 2 101
Portmanteau tests for linearity of stationary time series 0 2 7 8 1 6 16 20
Total Journal Articles 0 2 12 47 2 11 40 209


Statistics updated 2020-09-04