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 0 1 3 57
Assessing Distributional Properties of Forecast Errors 0 0 0 11 2 6 8 55
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 1 38 3 9 14 53
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 1 4 8 68
Normality Tests for Dependent Data 0 0 0 19 5 8 10 93
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 2 5 6 147
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 3 7 9 33
On a Bootstrap Test for Forecast Evaluations 0 0 1 106 4 13 16 152
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 7 14 19 194
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 2 2 74
Robustness of Power Properties of Non-linearity Tests 0 0 0 61 2 7 7 128
Short-term Forecasting of Real GDP Using Monthly Data 0 0 0 76 2 8 12 193
Testing Non-linearity Using a Modified Q Test 0 0 1 51 2 8 12 219
Testing for linear and Markov switching DSGE models 0 0 0 128 7 8 10 151
Testing for marginal asymmetry of weakly dependent processes 0 0 0 43 5 12 13 91
Testing for non-linearity in multivariate stochastic processes 0 0 0 91 0 8 10 107
Testing for normality with applications 0 0 1 28 3 11 13 128
Total Working Papers 0 0 4 847 48 131 172 1,943

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 3 3 7 55
A distance test of normality for a wide class of stationary processes 0 0 0 10 2 4 9 50
Assessing distributional properties of forecast errors for fan-chart modelling 0 0 0 6 1 2 6 28
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests 0 0 0 1 0 1 1 23
On testing for nonlinearity in multivariate time series 0 0 0 25 1 4 8 124
Portmanteau tests for linearity of stationary time series 0 0 0 12 1 4 7 44
Total Journal Articles 0 0 1 68 8 18 38 324

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04