Browse by Person
Up a level |
Number of items: 3.
Econometric Reviews
Psaradakis, Zacharias and Vavra, Marian (2019) Portmanteau tests for linearity of stationary time series. Econometric Reviews 38 (2), pp. 248-262. ISSN 0747-4938.
Econometrics and Statistics
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.
Economics Letters
Psaradakis, Zacharias and Vavra, Marian (2014) On testing for nonlinearity in multivariate time series. Economics Letters 125 (1), pp. 1-4. ISSN 0165-1765.