BIROn - Birkbeck Institutional Research Online
    Up a level
    Export as [feed] Atom [feed] RSS
    Number of items: 11.

    March 2012

    Vavra, Marian (2012) Robustness of power properties of non-linearity tests. Working Paper. Birkbeck College, University of London, London, UK.

    Vavra, Marian (2012) Testing non-linearity using a modified Q test. Working Paper. Birkbeck College, University of London, London, UK.

    Vavra, Marian (2012) A note on the finite sample properties of the CLS method of TAR models. Working Paper. Birkbeck College, University of London, London, UK.

    2013

    Vavra, Marian (2013) Testing for non-linearity and asymmetry in time series. [Thesis] (Unpublished)

    October 2014

    Psaradakis, Zacharias and Vavra, Marian (2014) On testing for nonlinearity in multivariate time series. Economics Letters 125 (1), pp. 1-4. ISSN 0165-1765.

    September 2015

    Psaradakis, Zacharias and Vavra, Marian (2015) Portmanteau tests for linearity of Stationary Time Series. Working Paper. Birkbeck College, University of London, London, UK.

    Psaradakis, Zacharias and Vavra, Marian (2015) A distance test of normality for a wide class of stationary processes. Working Paper. Birkbeck College, University of London, London, UK.

    April 2017

    Psaradakis, Zacharias and Vavra, Marian (2017) A distance test of normality for a wide class of stationary processes. Econometrics and Statistics 2 , pp. 50-60. ISSN 2452-3062.

    October 2017

    Psaradakis, Zacharias and Vavra, Marian (2017) Normality tests for dependent data: large-sample and bootstrap approaches. Working Paper. Birkbeck, University of London, London, UK.

    July 2018

    Psaradakis, Zacharias and Vavra, Marian (2018) Bootstrap-assisted tests of symmetry for dependent data. Working Paper. Birkbeck, University of London, London, UK.

    2019

    Psaradakis, Zacharias and Vavra, Marian (2019) Portmanteau tests for linearity of stationary time series. Econometric Reviews 38 (2), pp. 248-262. ISSN 0747-4938.

    This list was generated on Wed Jun 12 06:26:32 2024 BST.