Vávra Marián

Vávra Marián

starší výskumný pracovník RePEc profil

Oblasť výskumu: ekonometria, bootstrap metódy, nelineárné modely.

Zoznam autorov

Publikácie NBS
Vybrané externé publikáce

Roky vydania	Publikácie NBS
2019	Marián Vávra, 2019. “On statistical measures of underlying inflation,” NBS Discussion Note, No. 65.
2018	Marián Vávra, 2018. “Putting new fan-charts into use,” NBS Discussion Note, No. 57.
2015	Marián Vávra, 2015. “On a bootstrap-based Diebold-Mariano test,” NBS Working Paper, No. 5.
2015	Juraj Huček, Alexandr Karsay, and Marián Vávra, 2015. “Short-term forecasting of Slovak GDP using monthly data,” NBS Occasional Paper, No. 1.

Roky vydania	Vybrané externé publikácie
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.