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 1 1 3 56
Assessing Distributional Properties of Forecast Errors 0 0 0 11 1 1 2 49
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 1 1 38 2 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 1 2 2 85
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 0 1 142
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 1 2 2 26
On a Bootstrap Test for Forecast Evaluations 0 1 1 106 1 3 3 139
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 1 5 180
Robustness of Power Properties of Non-linearity Tests 0 0 0 61 0 0 0 121
Short-term Forecasting of Real GDP Using Monthly Data 0 0 1 76 2 2 6 185
Testing Non-linearity Using a Modified Q Test 0 0 1 51 2 3 5 211
Testing for linear and Markov switching DSGE models 0 0 0 128 2 2 2 143
Testing for marginal asymmetry of weakly dependent processes 0 0 0 43 1 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 0 0 2 117
Total Working Papers 0 2 5 847 14 25 48 1,812


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 14 0 2 5 52
A distance test of normality for a wide class of stationary processes 0 0 0 10 5 5 6 46
Assessing distributional properties of forecast errors for fan-chart modelling 0 0 0 6 1 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 0 0 0 22
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 2 3 3 40
Total Journal Articles 0 0 1 68 8 14 22 306


Statistics updated 2025-12-06