Access Statistics for Mika Meitz

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A mixture autoregressive model based on Student's $t$-distribution 0 0 0 55 0 5 10 49
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 0 3 13 38
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 0 2 22 428
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 1 117 0 10 24 409
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 1 160 1 5 21 432
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 0 3 22 1,128
Evaluating models of autoregressive conditional duration 0 0 1 733 0 3 9 1,539
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 1 3 15 220
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 0 65 0 3 12 284
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 1 2 11 449
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 0 2 12 681
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 1 2 8 197
Parameter estimation in nonlinear AR–GARCH models 0 0 1 144 0 7 18 591
Stability of nonlinear AR-GARCH models 0 0 0 197 0 2 18 560
Stability of nonlinear AR-GARCH models 0 0 0 13 0 2 12 80
Stability of nonlinear AR-GARCH models 0 0 1 178 0 4 11 438
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 0 3 7 27
Subgeometrically ergodic autoregressions 0 0 0 18 0 1 10 51
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 0 3 24 156
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 0 3 10 197
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 1 26 0 4 10 38
Testing for predictability in a noninvertible ARMA model 0 0 1 74 0 4 15 162
Total Working Papers 0 0 8 2,985 4 76 314 8,154

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Gaussian Mixture Autoregressive Model for Univariate Time Series 0 0 1 22 0 3 21 98
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 0 1 14 91
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 0 1 13 83
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 0 1 35 0 3 15 131
Evaluating Models of Autoregressive Conditional Duration 0 0 1 108 0 2 8 256
Gaussian mixture vector autoregression 0 1 1 33 0 5 21 176
Identification and estimation of non-Gaussian structural vector autoregressions 0 1 6 56 2 9 34 220
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 0 3 11 65
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 0 37 0 3 10 135
Stability of nonlinear AR‐GARCH models 0 0 0 21 0 1 11 114
Testing for Linear and Nonlinear Predictability of Stock Returns 1 1 2 26 1 3 18 106
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 4 0 8 16 35
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 0 5 11 20
Total Journal Articles 1 3 12 383 3 47 203 1,530

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Statistics updated 2026-07-10