Browse by Staff

Article

Psaradakis, Zacharias and Vávra, Marian (2022) Using Triples to assess symmetry under weak dependence. Journal of Business and Economic Statistics 40 (4), pp. 1538-1551. ISSN 0735-0015.

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

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.

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

Monograph

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

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

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.

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.