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 2 5 59
Assessing Distributional Properties of Forecast Errors 0 0 0 11 0 8 15 63
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 1 38 1 4 18 57
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 1 8 69
Normality Tests for Dependent Data 0 0 0 19 0 5 15 98
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 4 10 151
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 1 5 14 38
On a Bootstrap Test for Forecast Evaluations 0 0 1 106 1 4 20 156
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 3 5 77
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 1 5 22 199
Robustness of Power Properties of Non-linearity Tests 0 0 0 61 0 4 11 132
Short-term Forecasting of Real GDP Using Monthly Data 0 0 0 76 1 8 19 201
Testing Non-linearity Using a Modified Q Test 0 0 0 51 0 2 13 221
Testing for linear and Markov switching DSGE models 0 1 1 129 2 5 15 156
Testing for marginal asymmetry of weakly dependent processes 0 0 0 43 1 8 21 99
Testing for non-linearity in multivariate stochastic processes 0 1 1 92 1 6 15 113
Testing for normality with applications 0 0 0 28 0 6 17 134
Total Working Papers 0 2 4 849 10 80 243 2,023

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 1 1 1 15 2 5 11 60
A distance test of normality for a wide class of stationary processes 0 0 0 10 1 4 13 54
Assessing distributional properties of forecast errors for fan-chart modelling 0 0 0 6 0 1 7 29
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests 0 0 0 1 0 4 5 27
On testing for nonlinearity in multivariate time series 0 0 0 25 2 5 12 129
Portmanteau tests for linearity of stationary time series 0 0 0 12 2 3 10 47
Total Journal Articles 1 1 1 69 7 22 58 346

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Statistics updated 2026-06-04