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 1 1 11 50
A mixture autoregressive model based on Student’s t–distribution 0 0 1 23 0 1 13 39
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 0 0 16 428
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 1 117 0 0 23 409
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 329 0 0 22 1,128
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 1 160 2 3 23 434
Evaluating models of autoregressive conditional duration 0 0 1 733 0 0 9 1,539
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 0 1 15 220
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 0 65 1 2 14 286
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 0 1 11 449
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 1 1 13 682
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 1 2 9 198
Parameter estimation in nonlinear AR–GARCH models 0 0 1 144 0 0 18 591
Stability of nonlinear AR-GARCH models 0 0 0 13 1 1 13 81
Stability of nonlinear AR-GARCH models 0 0 0 178 0 0 9 438
Stability of nonlinear AR-GARCH models 0 0 0 197 0 1 18 561
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 1 2 9 29
Subgeometrically ergodic autoregressions 0 0 0 18 1 4 14 55
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 0 90 1 1 25 157
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 0 0 10 197
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 1 26 1 1 11 39
Testing for predictability in a noninvertible ARMA model 0 0 1 74 0 0 15 162
Total Working Papers 0 0 7 2,985 11 22 321 8,172

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 0 21 98
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 0 0 11 91
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 0 15 0 0 12 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 0 15 131
Evaluating Models of Autoregressive Conditional Duration 0 0 1 108 0 0 8 256
Gaussian mixture vector autoregression 0 0 1 33 0 0 17 176
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 5 56 5 9 36 227
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 0 0 9 65
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 0 37 0 1 10 136
Stability of nonlinear AR‐GARCH models 0 0 0 21 0 0 11 114
Testing for Linear and Nonlinear Predictability of Stock Returns 0 2 3 27 1 3 19 108
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 4 0 0 15 35
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 0 1 12 21
Total Journal Articles 0 2 12 384 6 14 196 1,541

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Statistics updated 2026-09-10