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 1 1 1 14 1 1 5 60
Assessing Distributional Properties of Forecast Errors 0 0 0 11 0 1 16 64
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 1 38 0 1 17 58
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 0 8 69
Normality Tests for Dependent Data 0 0 0 19 0 0 15 98
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 0 9 151
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 1 15 39
On a Bootstrap Test for Forecast Evaluations 0 0 1 106 0 1 21 157
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 3 3 23 202
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 2 2 7 79
Robustness of Power Properties of Non-linearity Tests 0 0 0 61 0 1 12 133
Short-term Forecasting of Real GDP Using Monthly Data 0 0 0 76 2 3 21 204
Testing Non-linearity Using a Modified Q Test 0 0 0 51 0 1 14 222
Testing for linear and Markov switching DSGE models 0 0 1 129 0 0 15 156
Testing for marginal asymmetry of weakly dependent processes 0 0 0 43 0 1 22 100
Testing for non-linearity in multivariate stochastic processes 0 0 1 92 0 1 16 114
Testing for normality with applications 0 0 0 28 0 0 17 134
Total Working Papers 1 1 5 850 8 17 253 2,040


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 1 15 2 2 12 62
A distance test of normality for a wide class of stationary processes 0 0 0 10 0 1 14 55
Assessing distributional properties of forecast errors for fan-chart modelling 0 0 0 6 0 1 6 30
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests 0 0 0 1 1 2 7 29
On testing for nonlinearity in multivariate time series 0 0 0 25 0 0 11 129
Portmanteau tests for linearity of stationary time series 0 0 0 12 0 0 10 47
Total Journal Articles 0 0 1 69 3 6 60 352


Statistics updated 2026-09-10