2
H index
0
i10 index
9
Citations
| 2 H index 0 i10 index 9 Citations RESEARCH PRODUCTION: 6 Articles 17 Papers RESEARCH ACTIVITY: 8 years (2012 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pva627 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marian Vavra. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working and Discussion Papers / Research Department, National Bank of Slovakia | 11 |
Year | Title of citing document |
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Year | Title | Type | Cited |
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2012 | Testing Non-linearity Using a Modified Q Test In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 2 |
2015 | Portmanteau Tests for Linearity of Stationary Time Series.(2015) In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2016 | Portmanteau Tests for Linearity of Stationary Time Series.(2016) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2019 | Portmanteau tests for linearity of stationary time series.(2019) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2012 | Robustness of Power Properties of Non-linearity Tests In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2015 | A Distance Test of Normality for a Wide Class of Stationary Processes In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2017 | A distance test of normality for a wide class of stationary processes.(2017) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2015 | Testing for normality with applications.(2015) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | Normality Tests for Dependent Data: Large-Sample and Bootstrap Approaches In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 3 |
2017 | Normality Tests for Dependent Data.(2017) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2018 | Bootstrap-Assisted Tests of Symmetry for Dependent Data In: Birkbeck Working Papers in Economics and Finance. [Full Text][Citation analysis] | paper | 0 |
2018 | Bootstrap Assisted Tests of Symmetry for Dependent Data.(2018) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | A Quantile-based Test for Symmetry of Weakly Dependent Processes In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 1 |
2013 | Testing for marginal asymmetry of weakly dependent processes.(2013) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2014 | On testing for nonlinearity in multivariate time series In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2013 | Testing for non-linearity in multivariate stochastic processes.(2013) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | Assessing distributional properties of forecast errors for fan-chart modelling In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Assessing Distributional Properties of Forecast Errors.(2018) In: Working and Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2013 | Testing for linear and Markov switching DSGE models In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | On a Bootstrap Test for Forecast Evaluations In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Short-term Forecasting of Real GDP Using Monthly Data In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2020 | On Using Triples to Assess Symmetry Under Weak Dependence In: Working and Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Empirical evidence of joint nonlinearity in economic area and US economic variables using two modified multivariate nonlinearity tests In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
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