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Marian Vavra

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Personal Details

First Name:Marian
Middle Name:
Last Name:Vavra
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RePEc Short-ID:pva627
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Homepage:http://marianvavra.com
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Homepage: http://www.nbs.sk/en/home
Location: Slovakia, Bratislava
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  1. Marian Vavra, 2015. "Testing for normality with applications," Working and Discussion Papers WP 1/2015, Research Department, National Bank of Slovakia.
  2. Marian Vavra, 2013. "Testing for linear and Markov switching DSGE models," Working and Discussion Papers WP 3/2013, Research Department, National Bank of Slovakia.
  3. Marian Vavra, 2013. "Testing for non-linearity in multivariate stochastic processes," Working and Discussion Papers WP 2/2013, Research Department, National Bank of Slovakia.
  4. Marian Vavra, 2013. "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.
  5. Marian Vavra, 2012. "A Note on the Finite Sample Properties of the CLS Method of TAR Models," Birkbeck Working Papers in Economics and Finance 1206, Birkbeck, Department of Economics, Mathematics & Statistics.
  6. Marian Vavra, 2012. "Robustness of Power Properties of Non-linearity Tests," Birkbeck Working Papers in Economics and Finance 1205, Birkbeck, Department of Economics, Mathematics & Statistics.
  7. Marian Vavra, 2012. "Testing Non-linearity Using a Modified Q Test," Birkbeck Working Papers in Economics and Finance 1204, Birkbeck, Department of Economics, Mathematics & Statistics.
  1. Psaradakis, Zacharias & Vávra, Marián, 2014. "On testing for nonlinearity in multivariate time series," Economics Letters, Elsevier, vol. 125(1), pages 1-4.
6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (1) 2014-01-24
  2. NEP-ECM: Econometrics (6) 2012-04-03 2012-04-03 2012-04-03 2013-10-18 2014-01-24 2014-01-24. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2012-04-03 2012-04-03 2012-04-03. Author is listed
  4. NEP-ORE: Operations Research (2) 2014-01-24 2014-01-24. Author is listed

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