Access Statistics for Marian Vavra

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	3	56
Assessing Distributional Properties of Forecast Errors	0	0	0	11	1	2	3	50
Bootstrap Assisted Tests of Symmetry for Dependent Data	0	1	1	38	0	3	7	44
Bootstrap-Assisted Tests of Symmetry for Dependent Data	0	0	0	21	0	3	4	64
Normality Tests for Dependent Data	0	0	0	19	0	2	2	85
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches	0	0	0	49	2	2	3	144
On Using Triples to Assess Symmetry Under Weak Dependence	0	0	0	13	3	5	5	29
On a Bootstrap Test for Forecast Evaluations	0	1	1	106	0	3	3	139
Portmanteau Tests for Linearity of Stationary Time Series	0	0	0	80	2	2	7	182
Portmanteau Tests for Linearity of Stationary Time Series	0	0	0	19	2	2	2	74
Robustness of Power Properties of Non-linearity Tests	0	0	0	61	4	4	4	125
Short-term Forecasting of Real GDP Using Monthly Data	0	0	0	76	2	4	7	187
Testing Non-linearity Using a Modified Q Test	0	0	1	51	0	2	5	211
Testing for linear and Markov switching DSGE models	0	0	0	128	1	3	3	144
Testing for marginal asymmetry of weakly dependent processes	0	0	0	43	0	1	2	79
Testing for non-linearity in multivariate stochastic processes	0	0	0	91	0	1	2	99
Testing for normality with applications	0	0	1	28	1	1	3	118
Total Working Papers	0	2	4	847	18	41	65	1,830

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	14	0	1	4	52
A distance test of normality for a wide class of stationary processes	0	0	0	10	1	6	7	47
Assessing distributional properties of forecast errors for fan-chart modelling	0	0	0	6	0	2	4	26
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests	0	0	0	1	1	1	1	23
On testing for nonlinearity in multivariate time series	0	0	0	25	0	2	4	120
Portmanteau tests for linearity of stationary time series	0	0	0	12	1	4	4	41
Total Journal Articles	0	0	1	68	3	16	24	309

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Statistics updated 2026-01-09