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Vávra Marián
2019
VÁVRA, Marián. 2019. On statistical measures of underlying inflation, NBS Discussion Note, No. 65.
2018
VÁVRA, Marián. 2018. Putting new fan-charts into use, NBS Discussion Note, No. 57.
2015
VÁVRA, Marián. 2015. On a bootstrap-based Diebold-Mariano test, NBS Working Paper, No. 5.
2015
HUČEK, Juraj – KARSAY, Alexandr – VÁVRA, Marián. 2015. Short-term forecasting of Slovak GDP using monthly data, NBS Occasional Paper, No. 1.
2021
Zacharias Psaradakis and Marián Vávra. 2021. Using Triples to Assess Symmetry Under Weak Dependence, Journal of Business and Economic Statistics.
2020
Marián Vávra. 2020. Assessing distributional properties of forecast errors for fan-chart modelling, Empirical Economics, 2020, Vol. 59.
2020
Zacharias Psaradakis and Marián Vávra. 2020. Normality tests for dependent data, Communications in Statistics – Simulation and Computation, Vol. 49.
2019
Zacharias Psaradakis and Marián Vávra. 2019. Bootstrap-assisted tests of symmetry for dependent data, Journal of Statistical Computation and Simulation, Vol. 89.
2019
Zacharias Psaradakis and Marián Vávra. 2019. Generalized portmanteau tests for linearity of stationary time series, Econometric Reviews, Vol. 38.
2017
Zacharias Psaradakis and Marián Vávra. 2017. A distance test of normality for a wide class of stationary processes, Econometrics and Statistics, Vol. 2.
2015
Zacharias Psaradakis and Marián Vávra. 2015. A quantile-based test for symmetry of weakly dependent processes, Journal of Time Series Analysis, Vol. 36.
2014
Zacharias Psaradakis and Marián Vávra. 2014. On testing for nonlinearity in multivariate time series, Economics Letters, Vol. 125.
2014
Marián Vávra. 2014. Empirical evidence of joint nonlinearity in EA and US economic variables using two modified multivariate nonlinearity tests, Applied Economics Letters, Vol. 14.