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 5 59
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 2 18 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 10 151
On Using Triples to Assess Symmetry Under Weak Dependence 0 0 0 13 0 2 15 39
On a Bootstrap Test for Forecast Evaluations 0 0 1 106 1 2 21 157
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 80 0 1 22 199
Portmanteau Tests for Linearity of Stationary Time Series 0 0 0 19 0 0 5 77
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 0 2 19 202
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 2 15 156
Testing for marginal asymmetry of weakly dependent processes 0 0 0 43 0 2 22 100
Testing for non-linearity in multivariate stochastic processes 0 0 1 92 1 2 16 114
Testing for normality with applications 0 0 0 28 0 0 17 134
Total Working Papers 0 0 4 849 2 19 250 2,032

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 1 1 15 0 2 11 60
A distance test of normality for a wide class of stationary processes 0 0 0 10 0 2 14 55
Assessing distributional properties of forecast errors for fan-chart modelling 0 0 0 6 0 1 7 30
Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests 0 0 0 1 0 1 6 28
On testing for nonlinearity in multivariate time series 0 0 0 25 0 2 11 129
Portmanteau tests for linearity of stationary time series 0 0 0 12 0 2 10 47
Total Journal Articles 0 1 1 69 0 10 59 349

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Statistics updated 2026-08-07