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Vávra Marián

Vávra Marián

Senior researcher
RePEc profile

Fields of interest: time series econometrics, bootstrap methods, nonlinear models.

List of Authors

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