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 7 10 57
Bootstrap Assisted Tests of Symmetry for Dependent Data 0 0 1 38 2 11 16 55
Bootstrap-Assisted Tests of Symmetry for Dependent Data 0 0 0 21 0 4 7 68
Normality Tests for Dependent Data 0 0 0 19 2 10 12 95
Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches 0 0 0 49 0 3 6 147
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 4 9 33
On a Bootstrap Test for Forecast Evaluations 0 0 1 106 2 15 18 154
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 0 2 74
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 1 13 20 195
Robustness of Power Properties of Non-linearity Tests 0 0 0 61 0 3 7 128
Short-term Forecasting of Real GDP Using Monthly Data 0 0 0 76 3 9 15 196
Testing Non-linearity Using a Modified Q Test 0 0 1 51 1 9 13 220
Testing for linear and Markov switching DSGE models 0 0 0 128 2 9 12 153
Testing for marginal asymmetry of weakly dependent processes 0 0 0 43 1 13 14 92
Testing for non-linearity in multivariate stochastic processes 0 0 0 91 1 9 11 108
Testing for normality with applications 0 0 1 28 1 11 14 129
Total Working Papers 0 0 4 847 18 131 189 1,961

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 2 5 9 57
A distance test of normality for a wide class of stationary processes 0 0 0 10 0 3 9 50
Assessing distributional properties of forecast errors for fan-chart modelling 0 0 0 6 0 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 0 1 23
On testing for nonlinearity in multivariate time series 0 0 0 25 0 4 7 124
Portmanteau tests for linearity of stationary time series 0 0 0 12 1 4 8 45
Total Journal Articles 0 0 1 68 3 18 40 327

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Statistics updated 2026-04-09