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 2 55 0 0 2 39
A mixture autoregressive model based on Student’s t–distribution 0 0 0 22 0 0 1 25
A necessary and sufficient condition for the strict stationarity of a family of GARCH processes 0 0 0 134 0 0 3 406
A note on the geometric ergodicity of a nonlinear AR–ARCH model 0 0 0 116 0 0 4 385
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 2 1,106
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models 0 0 0 159 0 0 3 411
Evaluating models of autoregressive conditional duration 0 0 1 732 0 0 3 1,530
Identification and estimation of non-Gaussian structural vector autoregressions 0 0 0 103 0 0 3 205
Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity 0 0 1 65 0 1 5 272
Parameter Estimation in Nonlinear AR-GARCH Models 0 0 0 179 0 1 2 438
Parameter estimation in nonlinear AR-GARCH models 0 0 0 237 0 0 1 669
Parameter estimation in nonlinear AR-GARCH models 0 0 0 47 0 0 2 189
Parameter estimation in nonlinear AR–GARCH models 0 0 0 143 0 1 5 573
Stability of nonlinear AR-GARCH models 0 0 0 197 0 0 2 542
Stability of nonlinear AR-GARCH models 0 0 1 177 0 1 5 427
Stability of nonlinear AR-GARCH models 0 0 0 13 0 0 1 68
Subgeometric ergodicity and $\beta$-mixing 0 0 0 16 0 0 1 20
Subgeometrically ergodic autoregressions 0 0 0 18 0 0 1 41
Testing Identification via Heteroskedasticity in Structural Vector Autoregressive Models 0 0 1 90 0 0 4 132
Testing for Predictability in a Noninvertible ARMA Model 0 0 0 47 0 0 0 187
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 0 25 0 0 0 28
Testing for predictability in a noninvertible ARMA model 0 0 0 73 2 2 2 147
Total Working Papers 0 0 6 2,977 2 6 52 7,840


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 2 2 21 0 2 2 77
A NECESSARY AND SUFFICIENT CONDITION FOR THE STRICT STATIONARITY OF A FAMILY OF GARCH PROCESSES 0 0 0 12 0 0 2 77
A note on the geometric ergodicity of a nonlinear AR-ARCH model 0 0 1 15 0 0 1 70
ERGODICITY, MIXING, AND EXISTENCE OF MOMENTS OF A CLASS OF MARKOV MODELS WITH APPLICATIONS TO GARCH AND ACD MODELS 0 0 0 34 0 1 4 116
Evaluating Models of Autoregressive Conditional Duration 0 0 0 107 0 1 3 248
Gaussian mixture vector autoregression 1 1 3 32 1 2 9 155
Identification and estimation of non-Gaussian structural vector autoregressions 0 1 7 50 3 8 24 186
Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity 0 0 0 13 0 0 0 54
PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS 0 0 1 37 0 0 5 125
Stability of nonlinear AR‐GARCH models 0 0 0 21 0 0 3 103
Testing for Linear and Nonlinear Predictability of Stock Returns 0 0 0 24 0 0 1 88
Testing for observation-dependent regime switching in mixture autoregressive models 0 0 2 4 1 1 5 19
Testing identification via heteroskedasticity in structural vector autoregressive models 0 0 0 1 0 0 1 9
Total Journal Articles 1 4 16 371 5 15 60 1,327


Statistics updated 2025-07-04